-32.0%
APP vs TTD
-63.1%
+31.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +1.1% |
| 7D | +48.9% | +20.8% | +28.2% | +38.8% |
| 30D | +49.4% | +33.8% | +15.6% | +34.7% |
| 3M | +27.0% | +17.8% | +9.2% | +19.0% |
| 6M | -15.4% | -25.7% | +10.3% | -8.7% |
| YTD | -39.9% | -57.9% | +18.0% | -25.8% |
| 1Y | -32.0% | -63.8% | +31.9% | -9.3% |
| All | -32.0% | -63.1% | +31.1% | -9.3% |
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