-37.0%
APP vs TT
-7.6%
-29.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +9.5% |
| 7D | +71.2% | -2.0% | +73.2% | +71.2% |
| 30D | +39.1% | -14.0% | +53.1% | +44.1% |
| 3M | +16.5% | -15.9% | +32.4% | +21.7% |
| 6M | -16.6% | -17.3% | +0.8% | -12.9% |
| YTD | -41.9% | +4.0% | -45.9% | -47.6% |
| 1Y | -37.0% | -7.1% | -29.9% | -36.5% |
| All | -37.0% | -7.6% | -29.4% | -36.5% |
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