+17.4%
TTMI vs APA
+107.6%
-90.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -2.7% |
| 7D | +11.4% | +8.5% | +2.8% | +12.5% |
| 30D | -28.3% | +2.8% | -31.1% | -27.9% |
| 3M | -46.7% | +21.7% | -68.4% | -44.0% |
| 6M | -56.1% | +32.6% | -88.7% | -52.9% |
| YTD | +7.4% | +103.7% | -96.3% | +11.2% |
| 1Y | +17.4% | +101.8% | -84.4% | +23.2% |
| All | +17.4% | +107.6% | -90.2% | +23.2% |
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