+11.6%
TTMI vs APA
+97.3%
-85.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.6% | +5.4% | +9.5% |
| 7D | +7.2% | +5.1% | +2.2% | +7.9% |
| 30D | -28.7% | +0.3% | -29.0% | -28.5% |
| 3M | -39.8% | +15.6% | -55.5% | -37.1% |
| 6M | -51.7% | +28.9% | -80.6% | -48.0% |
| YTD | +14.1% | +96.6% | -82.5% | +22.4% |
| All | +11.6% | +97.3% | -85.6% | +22.3% |
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