+261.6%
APP vs TT
+128.8%
+132.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.4% | +35.4% | +34.6% |
| 7D | +39.7% | -9.0% | +48.7% | +49.8% |
| 30D | +27.7% | -17.6% | +45.4% | +48.1% |
| 3M | -14.8% | -18.7% | +3.9% | -0.4% |
| 6M | -25.5% | -17.4% | -8.1% | -16.3% |
| YTD | -47.2% | +1.5% | -48.7% | -52.3% |
| 1Y | -42.3% | -9.4% | -32.9% | -41.5% |
| 3Y | +806.8% | +85.1% | +721.7% | +356.2% |
| 5Y | +261.6% | +125.7% | +135.9% | +14.5% |
| All | +261.6% | +128.8% | +132.9% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling