+1,157.6%
AAPL vs TTD
+385.9%
+771.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +2.9% | +3.5% |
| 7D | -0.5% | -7.4% | +6.9% | +0.8% |
| 30D | +7.1% | +3.0% | +4.1% | +6.5% |
| 3M | +12.1% | -27.6% | +39.7% | +17.2% |
| 6M | +25.4% | -49.5% | +74.9% | +38.0% |
| YTD | +20.5% | -63.2% | +83.6% | +38.9% |
| 1Y | +44.5% | -69.7% | +114.3% | +71.8% |
| 3Y | +85.8% | -83.3% | +169.1% | +126.4% |
| 5Y | +124.8% | -80.8% | +205.6% | +146.7% |
| All | +1,157.6% | +385.9% | +771.7% | +799.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 10y: compounded portfolio wealth divided by compounded TTD 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…
10y analysis · Full analysis span regression · 6 months rolling