+843.5%
TTMI vs APA
+156.3%
+687.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.7% |
| 7D | +12.2% | -1.7% | +13.8% | +12.4% |
| 30D | -5.7% | +15.7% | -21.5% | -8.4% |
| 3M | -27.5% | +16.5% | -43.9% | -29.9% |
| 6M | +47.1% | +35.1% | +12.0% | +36.0% |
| YTD | +87.5% | +82.2% | +5.2% | +61.5% |
| 1Y | +175.2% | +102.5% | +72.7% | +129.9% |
| 3Y | +901.9% | +10.3% | +891.6% | +790.3% |
| 5Y | +843.5% | +166.1% | +677.4% | +654.1% |
| All | +843.5% | +156.3% | +687.2% | +654.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling