+391.7%
APP vs TT
+181.4%
+210.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.5% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -23.3% | -7.2% | -16.1% | -18.5% |
| 3M | -42.6% | -3.0% | -39.7% | -42.2% |
| 6M | -33.6% | +1.4% | -35.0% | -36.8% |
| YTD | -52.4% | +15.9% | -68.3% | -60.1% |
| 1Y | -35.9% | +9.4% | -45.3% | -43.5% |
| 3Y | +642.2% | +124.4% | +517.8% | +254.0% |
| 5Y | +311.1% | +138.0% | +173.1% | +40.4% |
| All | +391.7% | +181.4% | +210.3% | +82.2% |
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