+500.0%
APP vs TTD
-82.4%
+582.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +8.9% | +9.5% |
| 7D | +71.2% | +5.2% | +66.0% | +67.3% |
| 30D | +39.1% | +6.9% | +32.1% | +35.0% |
| 3M | +16.5% | -26.8% | +43.4% | +29.6% |
| 6M | -16.6% | -46.1% | +29.6% | +4.9% |
| YTD | -41.9% | -65.9% | +24.0% | -12.5% |
| 1Y | -37.0% | -71.8% | +34.8% | +2.4% |
| 3Y | +892.4% | -83.3% | +975.8% | +1,527.8% |
| 5Y | +297.3% | -81.1% | +378.4% | +466.2% |
| All | +500.0% | -82.4% | +582.4% | +714.9% |
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 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