+411.3%
TTMI vs APA
+7.0%
+404.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.0% | -3.4% |
| 7D | +22.6% | +9.6% | +13.0% | +20.6% |
| 30D | -34.3% | -0.2% | -34.1% | -34.2% |
| 3M | -44.8% | +19.8% | -64.6% | -46.7% |
| 6M | -53.3% | +30.1% | -83.4% | -56.0% |
| YTD | +10.6% | +100.4% | -89.9% | -5.5% |
| 1Y | +8.2% | +105.2% | -97.0% | -8.2% |
| 3Y | +435.7% | +44.6% | +391.1% | +370.7% |
| 5Y | +434.2% | +88.8% | +345.4% | +331.3% |
| All | +411.3% | +7.0% | +404.3% | +240.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling