-43.0%
APP vs TTMI
+170.6%
-213.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.7% | -3.2% |
| 7D | +0.1% | +12.2% | -12.1% | -1.8% |
| 30D | -10.0% | -5.7% | -4.3% | -9.5% |
| 3M | -44.6% | -27.5% | -17.2% | -42.6% |
| 6M | -37.9% | +47.1% | -85.0% | -48.3% |
| YTD | -53.7% | +87.5% | -141.2% | -65.0% |
| 1Y | -43.0% | +175.2% | -218.2% | -60.9% |
| All | -43.0% | +170.6% | -213.6% | -60.9% |
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