+355.9%
APH vs TTMI
+804.2%
-448.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -8.0% | -1.9% |
| 7D | +5.0% | +5.9% | -0.9% | +3.0% |
| 30D | -3.9% | -4.3% | +0.4% | -3.1% |
| 3M | +13.0% | -32.0% | +45.0% | +24.6% |
| 6M | +25.2% | +19.5% | +5.7% | +12.6% |
| YTD | +22.9% | +82.0% | -59.1% | -5.0% |
| 1Y | +47.8% | +172.6% | -124.8% | -1.9% |
| 3Y | +283.0% | +744.7% | -461.6% | +66.7% |
| All | +355.9% | +804.2% | -448.3% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 5y: compounded portfolio wealth divided by compounded TTMI 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…
5y analysis · Full analysis span regression · 6 months rolling