+298.1%
APP vs TTMI
+416.2%
-118.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.9% | +6.8% | +4.7% |
| 7D | +4.6% | +11.4% | -6.8% | +1.5% |
| 30D | +56.0% | -28.3% | +84.3% | +65.4% |
| 3M | +30.8% | -46.7% | +77.5% | +49.7% |
| 6M | -9.8% | -56.1% | +46.3% | +5.6% |
| YTD | -39.3% | +7.4% | -46.6% | -53.9% |
| 1Y | -26.4% | +17.4% | -43.8% | -46.9% |
| 3Y | +887.9% | +429.1% | +458.8% | +243.2% |
| All | +298.1% | +416.2% | -118.2% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling