+853.3%
APO vs TTMI
+394.2%
+459.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.5% |
| 7D | +5.8% | +11.4% | -5.6% | +2.6% |
| 30D | +8.9% | -28.3% | +37.2% | +14.7% |
| 3M | -13.6% | -46.7% | +33.0% | -2.7% |
| 6M | -5.4% | -56.1% | +50.7% | +9.0% |
| YTD | -13.6% | +7.4% | -21.0% | -30.4% |
| 1Y | -2.5% | +17.4% | -19.9% | -25.1% |
| 3Y | +50.9% | +429.1% | -378.3% | -39.6% |
| 5Y | +81.4% | +418.8% | -337.4% | -30.0% |
| All | +853.3% | +394.2% | +459.1% | +238.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling