+883.4%
APH vs TTD
+435.2%
+448.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +4.0% |
| 7D | -5.9% | +5.2% | -11.1% | -6.6% |
| 30D | -14.8% | +6.9% | -21.8% | -15.8% |
| 3M | -12.4% | -26.8% | +14.4% | -9.2% |
| 6M | +8.1% | -46.1% | +54.2% | +16.5% |
| YTD | +10.9% | -65.9% | +76.9% | +26.9% |
| 1Y | +8.8% | -71.8% | +80.6% | +28.0% |
| 3Y | +262.1% | -83.3% | +345.4% | +334.9% |
| 5Y | +283.1% | -81.1% | +364.3% | +322.3% |
| All | +883.4% | +435.2% | +448.2% | +685.3% |
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