+437.3%
TTMI vs APA
+162.9%
+274.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.0% | -6.9% | -4.7% |
| 7D | +7.5% | +0.3% | +7.2% | +7.3% |
| 30D | -4.5% | +9.3% | -13.8% | -7.0% |
| 3M | -28.5% | +23.3% | -51.9% | -33.4% |
| 6M | +28.4% | +39.5% | -11.1% | +14.0% |
| YTD | +80.1% | +87.6% | -7.5% | +46.6% |
| 1Y | +161.0% | +114.2% | +46.8% | +103.1% |
| 3Y | +862.4% | +13.6% | +848.9% | +758.2% |
| 5Y | +812.9% | +175.6% | +637.3% | +490.9% |
| 10Y | +1,094.7% | -2.6% | +1,097.4% | +688.3% |
| All | +437.3% | +162.9% | +274.4% | +200.4% |
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