+310.3%
APH vs TTD
-83.3%
+393.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +15.5% | -7.3% | +5.8% |
| 7D | +1.1% | +19.0% | -17.9% | -1.6% |
| 30D | -7.5% | +23.6% | -31.1% | -10.6% |
| 3M | -4.4% | +8.2% | -12.6% | -6.2% |
| 6M | +26.5% | -35.3% | +61.8% | +33.3% |
| YTD | +20.0% | -60.7% | +80.7% | +36.3% |
| 1Y | +16.9% | -65.3% | +82.1% | +35.5% |
| 3Y | +288.5% | -80.6% | +369.1% | +361.0% |
| 5Y | +310.3% | -84.6% | +394.9% | +366.0% |
| All | +310.3% | -83.3% | +393.6% | +366.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling