+433.8%
APH vs TTD
+401.9%
+31.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.2% | -53.0% | -48.5% |
| 7D | -48.7% | +7.5% | -56.2% | -49.6% |
| 30D | -51.9% | -23.9% | -28.0% | -50.6% |
| 3M | -43.6% | -31.4% | -12.2% | -41.3% |
| 6M | -37.5% | -42.7% | +5.1% | -33.9% |
| YTD | -38.6% | -62.0% | +23.3% | -31.2% |
| 1Y | -26.3% | -72.2% | +45.9% | -13.8% |
| 3Y | +89.2% | -81.9% | +171.1% | +123.2% |
| 5Y | +119.8% | -81.5% | +201.4% | +141.4% |
| All | +433.8% | +401.9% | +31.9% | +315.0% |
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 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