+172.6%
TTMI vs APA
+94.6%
+78.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.2% | +12.0% | +8.4% |
| 7D | +5.9% | +0.5% | +5.3% | +6.0% |
| 30D | -4.3% | +23.4% | -27.7% | -1.8% |
| 3M | -32.0% | +12.7% | -44.7% | -30.6% |
| 6M | +19.5% | +39.4% | -20.0% | +18.9% |
| YTD | +82.0% | +79.0% | +3.1% | +76.5% |
| 1Y | +172.6% | +88.8% | +83.8% | +162.5% |
| All | +172.6% | +94.6% | +78.0% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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