-37.1%
APP vs TTMI
+7.7%
-44.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +13.3% | -8.5% | +3.8% |
| 7D | +79.2% | -1.6% | +80.8% | +78.4% |
| 30D | +48.0% | -37.7% | +85.7% | +55.4% |
| 3M | +18.2% | -45.1% | +63.3% | +25.6% |
| 6M | -12.5% | -52.1% | +39.6% | -7.7% |
| YTD | -39.2% | +9.2% | -48.3% | -51.6% |
| All | -37.1% | +7.7% | -44.7% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling