+527.5%
APP vs TT
+162.6%
+364.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +5.0% |
| 7D | +4.6% | +4.0% | +0.5% | +1.5% |
| 30D | +56.0% | -11.3% | +67.3% | +69.6% |
| 3M | +30.8% | -12.3% | +43.1% | +42.8% |
| 6M | -9.8% | -10.8% | +1.1% | -4.6% |
| YTD | -39.3% | +8.2% | -47.4% | -47.0% |
| 1Y | -26.4% | +1.5% | -27.9% | -32.0% |
| 3Y | +887.9% | +91.5% | +796.5% | +433.1% |
| 5Y | +264.1% | +130.2% | +133.9% | +32.7% |
| All | +527.5% | +162.6% | +364.9% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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