-39.3%
APP vs TTD
-65.0%
+25.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.3% | -6.8% | -4.6% |
| 7D | +61.1% | +19.9% | +41.2% | +50.7% |
| 30D | +42.8% | +27.6% | +15.1% | +31.0% |
| 3M | +16.7% | +15.2% | +1.5% | +10.3% |
| 6M | -15.6% | -33.2% | +17.6% | -5.7% |
| YTD | -41.3% | -59.4% | +18.1% | -29.5% |
| 1Y | -39.3% | -64.4% | +25.1% | -25.3% |
| All | -39.3% | -65.0% | +25.7% | -25.3% |
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