+887.9%
APP vs TTMI
+421.7%
+466.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.9% | +6.8% | +4.5% |
| 7D | +4.6% | +11.4% | -6.8% | +2.0% |
| 30D | +56.0% | -28.3% | +84.3% | +64.5% |
| 3M | +30.8% | -46.7% | +77.5% | +47.8% |
| 6M | -9.8% | -56.1% | +46.3% | +4.0% |
| YTD | -39.3% | +7.4% | -46.6% | -54.7% |
| 1Y | -26.4% | +17.4% | -43.8% | -48.1% |
| 3Y | +887.9% | +429.1% | +458.8% | +199.7% |
| All | +887.9% | +421.7% | +466.2% | +199.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling