+1,266.6%
AAPL vs TTD
+438.1%
+828.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.3% |
| 7D | +3.1% | +20.8% | -17.7% | -0.2% |
| 30D | +4.0% | +27.1% | -23.1% | -0.4% |
| 3M | +17.4% | +14.7% | +2.7% | +14.2% |
| 6M | +20.5% | -26.8% | +47.3% | +24.7% |
| YTD | +30.9% | -59.2% | +90.1% | +47.8% |
| 1Y | +30.1% | -64.7% | +94.8% | +50.4% |
| 3Y | +92.7% | -75.8% | +168.5% | +120.6% |
| 5Y | +142.2% | -84.6% | +226.8% | +178.0% |
| 10Y | +1,323.9% | +507.9% | +816.0% | +886.6% |
| All | +1,266.6% | +438.1% | +828.6% | +856.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling