+503.8%
APP vs TT
+166.4%
+337.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.6% |
| 7D | +10.6% | +8.1% | +2.5% | +4.4% |
| 30D | +44.6% | -11.3% | +55.9% | +57.4% |
| 3M | +29.6% | -11.2% | +40.8% | +40.2% |
| 6M | -19.8% | -8.9% | -10.9% | -16.5% |
| YTD | -41.6% | +9.7% | -51.3% | -49.5% |
| 1Y | -32.7% | +1.3% | -33.9% | -37.5% |
| 3Y | +799.0% | +93.4% | +705.7% | +382.1% |
| 5Y | +250.4% | +133.5% | +116.8% | +26.4% |
| All | +503.8% | +166.4% | +337.4% | +130.2% |
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