+391.7%
APP vs TTMI
+738.5%
-346.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.8% | -6.6% | -0.6% |
| 7D | +0.9% | +5.9% | -5.0% | -1.1% |
| 30D | -23.3% | -4.3% | -19.0% | -23.1% |
| 3M | -42.6% | -32.0% | -10.6% | -37.1% |
| 6M | -33.6% | +19.5% | -53.1% | -44.4% |
| YTD | -52.4% | +82.0% | -134.5% | -67.5% |
| 1Y | -35.9% | +172.6% | -208.5% | -64.5% |
| 3Y | +642.2% | +744.7% | -102.4% | +137.5% |
| 5Y | +311.1% | +805.6% | -494.5% | +21.4% |
| All | +391.7% | +738.5% | -346.8% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling