+873.0%
TTMI vs APA
+12.6%
+860.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.0% | -6.9% | -4.4% |
| 7D | +7.5% | +0.3% | +7.2% | +7.4% |
| 30D | -4.5% | +9.3% | -13.8% | -6.1% |
| 3M | -28.5% | +23.3% | -51.9% | -31.8% |
| 6M | +28.4% | +39.5% | -11.1% | +16.2% |
| YTD | +80.1% | +87.6% | -7.5% | +48.6% |
| 1Y | +161.0% | +114.2% | +46.8% | +104.3% |
| All | +873.0% | +12.6% | +860.4% | +698.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling