+333.0%
APP vs TT
+140.2%
+192.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.7% |
| 7D | +0.9% | -0.2% | +1.1% | +1.1% |
| 30D | -23.3% | -7.4% | -15.9% | -18.0% |
| 3M | -42.6% | -3.2% | -39.4% | -42.1% |
| 6M | -33.6% | +1.1% | -34.7% | -36.9% |
| YTD | -52.4% | +15.6% | -68.0% | -60.6% |
| 1Y | -35.9% | +9.2% | -45.1% | -44.0% |
| 3Y | +642.2% | +124.4% | +517.8% | +223.2% |
| All | +333.0% | +140.2% | +192.8% | +41.1% |
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