-32.7%
APP vs TT
+0.9%
-33.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | +10.6% | +8.1% | +2.5% | +9.4% |
| 30D | +44.6% | -11.3% | +55.9% | +49.0% |
| 3M | +29.6% | -11.2% | +40.8% | +33.7% |
| 6M | -19.8% | -8.9% | -10.9% | -18.6% |
| YTD | -41.6% | +9.7% | -51.3% | -46.7% |
| 1Y | -32.7% | +1.3% | -33.9% | -35.6% |
| All | -32.7% | +0.9% | -33.6% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling