+500.0%
APP vs TTMI
+344.0%
+156.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.9% | +3.0% | +8.1% |
| 7D | +71.2% | -19.8% | +91.0% | +78.7% |
| 30D | +39.1% | -48.1% | +87.2% | +61.8% |
| 3M | +16.5% | -51.2% | +67.8% | +36.3% |
| 6M | -16.6% | -59.6% | +43.0% | -0.8% |
| YTD | -41.9% | -3.6% | -38.3% | -54.5% |
| 1Y | -37.0% | -2.3% | -34.7% | -51.5% |
| 3Y | +892.4% | +369.4% | +523.1% | +259.5% |
| 5Y | +297.3% | +365.4% | -68.1% | +34.9% |
| All | +500.0% | +344.0% | +156.0% | +111.5% |
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