+187.6%
TTMI vs APD
+1,702.2%
-1,514.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.5% | +8.4% | +7.9% |
| 7D | -19.8% | -3.7% | -16.1% | -17.8% |
| 30D | -48.1% | +9.6% | -57.7% | -51.5% |
| 3M | -51.2% | +1.6% | -52.9% | -52.4% |
| 6M | -59.6% | +2.2% | -61.8% | -61.0% |
| YTD | -3.6% | +25.9% | -29.5% | -19.8% |
| 1Y | -2.3% | +20.1% | -22.5% | -17.0% |
| 3Y | +369.4% | +12.4% | +357.0% | +296.3% |
| 5Y | +365.4% | +11.1% | +354.3% | +287.7% |
| 10Y | +413.2% | +190.1% | +223.1% | +94.7% |
| All | +187.6% | +1,702.2% | -1,514.6% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling