+528.8%
APP vs TTD
-79.6%
+608.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +15.5% | -10.7% | -1.6% |
| 7D | +79.2% | +19.0% | +60.2% | +65.8% |
| 30D | +48.0% | +23.6% | +24.4% | +34.8% |
| 3M | +18.2% | +8.2% | +10.0% | +13.3% |
| 6M | -12.5% | -35.3% | +22.8% | +1.5% |
| YTD | -39.2% | -60.7% | +21.5% | -13.9% |
| 1Y | -33.9% | -65.3% | +31.4% | -1.7% |
| 3Y | +933.3% | -80.6% | +1,013.8% | +1,484.0% |
| 5Y | +295.9% | -84.6% | +380.5% | +473.1% |
| All | +528.8% | -79.6% | +608.5% | +701.6% |
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