+212.3%
TTMI vs APA
+165.9%
+46.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.4% |
| 7D | -11.5% | -5.5% | -6.0% | -10.0% |
| 30D | -40.3% | -1.2% | -39.2% | -40.1% |
| 3M | -44.5% | +10.6% | -55.0% | -46.2% |
| 6M | -54.1% | +28.4% | -82.5% | -57.8% |
| YTD | +4.7% | +89.7% | -85.1% | -15.2% |
| 1Y | +3.3% | +90.6% | -87.2% | -16.8% |
| 3Y | +407.2% | +36.9% | +370.3% | +330.3% |
| 5Y | +406.5% | +83.2% | +323.3% | +270.7% |
| 10Y | +420.4% | -0.1% | +420.5% | +240.8% |
| All | +212.3% | +165.9% | +46.5% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling