+151.4%
TTMI vs APA
+112.9%
+38.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.0% | -6.9% | -3.4% |
| 7D | +7.5% | +0.3% | +7.2% | +7.6% |
| 30D | -4.5% | +9.3% | -13.8% | -3.0% |
| 3M | -28.5% | +23.3% | -51.9% | -26.0% |
| 6M | +28.4% | +39.5% | -11.1% | +30.0% |
| YTD | +80.1% | +87.6% | -7.5% | +77.4% |
| All | +151.4% | +112.9% | +38.5% | +147.1% |
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