+10.7%
TTMI vs APA
+107.6%
-96.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -6.9% | -3.2% | -11.4% |
| 7D | -19.2% | -13.0% | -6.2% | -21.5% |
| 30D | -44.9% | +2.0% | -46.9% | -44.0% |
| 3M | -44.7% | +24.9% | -69.6% | -40.8% |
| 6M | -53.4% | +7.2% | -60.6% | -51.6% |
| YTD | +6.3% | +87.1% | -80.7% | +18.5% |
| 1Y | +10.7% | +107.2% | -96.5% | +26.9% |
| All | +10.7% | +107.6% | -96.9% | +26.9% |
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