+1,242.1%
AAPL vs TTD
+436.3%
+805.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -1.2% |
| 7D | +5.0% | +19.9% | -14.9% | +1.8% |
| 30D | +3.5% | +27.6% | -24.1% | -0.9% |
| 3M | +13.1% | +15.2% | -2.1% | +9.9% |
| 6M | +19.0% | -33.2% | +52.2% | +25.0% |
| YTD | +28.5% | -59.4% | +87.9% | +45.2% |
| 1Y | +29.7% | -64.4% | +94.1% | +49.7% |
| 3Y | +89.2% | -75.9% | +165.2% | +116.7% |
| 5Y | +141.2% | -82.6% | +223.8% | +171.2% |
| 10Y | +1,306.6% | +558.1% | +748.5% | +871.0% |
| All | +1,242.1% | +436.3% | +805.8% | +840.2% |
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