-39.3%
APP vs TTMI
+3.3%
-42.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -3.2% |
| 7D | +61.1% | -11.5% | +72.6% | +62.3% |
| 30D | +42.8% | -40.3% | +83.1% | +50.4% |
| 3M | +16.7% | -44.5% | +61.1% | +23.3% |
| 6M | -15.6% | -54.1% | +38.5% | -10.7% |
| YTD | -41.3% | +4.7% | -46.0% | -53.2% |
| 1Y | -39.3% | +3.3% | -42.6% | -51.6% |
| All | -39.3% | +3.3% | -42.5% | -51.6% |
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