+1,132.2%
AAPL vs TTD
+401.9%
+730.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -1.8% |
| 7D | +0.1% | +6.3% | -6.3% | -1.0% |
| 30D | +3.0% | -23.9% | +26.9% | +6.9% |
| 3M | +2.9% | -31.4% | +34.3% | +8.5% |
| 6M | +22.1% | -42.7% | +64.8% | +31.1% |
| YTD | +18.0% | -62.0% | +80.0% | +35.3% |
| 1Y | +33.9% | -72.2% | +106.1% | +61.4% |
| 3Y | +71.2% | -81.9% | +153.1% | +105.6% |
| 5Y | +112.6% | -81.5% | +194.2% | +134.9% |
| All | +1,132.2% | +401.9% | +730.3% | +776.2% |
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