+292.6%
APP vs TT
+129.2%
+163.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +7.9% |
| 7D | +71.2% | -2.0% | +73.2% | +72.4% |
| 30D | +39.1% | -14.0% | +53.1% | +55.9% |
| 3M | +16.5% | -15.9% | +32.4% | +32.3% |
| 6M | -16.6% | -17.3% | +0.8% | -5.8% |
| YTD | -41.9% | +4.0% | -45.9% | -48.5% |
| 1Y | -37.0% | -7.1% | -29.9% | -37.4% |
| 3Y | +892.4% | +90.2% | +802.2% | +388.6% |
| All | +292.6% | +129.2% | +163.4% | +22.0% |
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