-35.9%
APP vs TTD
-73.2%
+37.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +3.4% |
| 7D | +0.9% | +6.3% | -5.5% | -0.9% |
| 30D | -23.3% | -23.9% | +0.6% | -17.7% |
| 3M | -42.6% | -31.4% | -11.3% | -37.0% |
| 6M | -33.6% | -42.7% | +9.1% | -24.5% |
| YTD | -52.4% | -62.0% | +9.6% | -45.0% |
| 1Y | -35.9% | -72.2% | +36.3% | -26.9% |
| All | -35.9% | -73.2% | +37.3% | -26.9% |
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