-26.3%
APH vs TTD
-73.2%
+46.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.2% | -53.0% | -47.5% |
| 7D | -48.7% | +7.5% | -56.2% | -48.4% |
| 30D | -51.9% | -23.9% | -28.0% | -51.1% |
| 3M | -43.6% | -31.4% | -12.2% | -42.2% |
| 6M | -37.5% | -42.7% | +5.1% | -35.3% |
| YTD | -38.6% | -62.0% | +23.3% | -36.0% |
| 1Y | -26.3% | -72.2% | +45.9% | -22.9% |
| All | -26.3% | -73.2% | +46.9% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling