+369.4%
TTMI vs APD
+11.7%
+357.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.5% | +8.4% | +7.2% |
| 7D | -19.8% | -3.7% | -16.1% | -19.1% |
| 30D | -48.1% | +9.6% | -57.7% | -49.5% |
| 3M | -51.2% | +1.6% | -52.9% | -51.6% |
| 6M | -59.6% | +2.2% | -61.8% | -60.1% |
| YTD | -3.6% | +25.9% | -29.5% | -11.3% |
| 1Y | -2.3% | +20.1% | -22.5% | -9.2% |
| 3Y | +369.4% | +12.4% | +357.0% | +330.7% |
| All | +369.4% | +11.7% | +357.7% | +330.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling