+443.1%
TTMI vs APD
+1,681.1%
-1,238.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.5% |
| 7D | +5.9% | -2.2% | +8.1% | +7.3% |
| 30D | -4.3% | +2.1% | -6.4% | -5.9% |
| 3M | -32.0% | +7.2% | -39.2% | -36.1% |
| 6M | +19.5% | +11.2% | +8.2% | +9.4% |
| YTD | +82.0% | +24.4% | +57.6% | +54.0% |
| 1Y | +172.6% | +6.7% | +166.0% | +150.2% |
| 3Y | +744.7% | +9.2% | +735.4% | +634.1% |
| 5Y | +805.6% | +27.4% | +778.2% | +588.9% |
| 10Y | +1,057.6% | +164.8% | +892.8% | +373.9% |
| All | +443.1% | +1,681.1% | -1,238.0% | -33.3% |
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