+212.3%
TTMI vs APD
+1,746.0%
-1,533.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.4% |
| 7D | -11.5% | -0.2% | -11.3% | -11.2% |
| 30D | -40.3% | +11.0% | -51.3% | -44.6% |
| 3M | -44.5% | +1.3% | -45.8% | -45.5% |
| 6M | -54.1% | +6.4% | -60.4% | -56.8% |
| YTD | +4.7% | +28.9% | -24.2% | -14.2% |
| 1Y | +3.3% | +23.2% | -19.9% | -13.5% |
| 3Y | +407.2% | +26.3% | +380.9% | +299.5% |
| 5Y | +406.5% | +12.0% | +394.5% | +320.6% |
| 10Y | +420.4% | +183.2% | +237.2% | +101.8% |
| All | +212.3% | +1,746.0% | -1,533.7% | -62.8% |
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