+528.8%
APP vs TTMI
+402.9%
+126.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +13.3% | -8.5% | +1.3% |
| 7D | +79.2% | -1.6% | +80.8% | +76.8% |
| 30D | +48.0% | -37.7% | +85.7% | +63.8% |
| 3M | +18.2% | -45.1% | +63.3% | +34.0% |
| 6M | -12.5% | -52.1% | +39.6% | -0.8% |
| YTD | -39.2% | +9.2% | -48.3% | -53.9% |
| 1Y | -33.9% | +12.9% | -46.8% | -51.2% |
| 3Y | +933.3% | +445.5% | +487.8% | +258.4% |
| 5Y | +295.9% | +427.9% | -132.0% | +30.0% |
| All | +528.8% | +402.9% | +126.0% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling