+933.3%
APP vs TTD
-81.3%
+1,014.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +15.5% | -10.7% | +0.5% |
| 7D | +79.2% | +19.0% | +60.2% | +70.2% |
| 30D | +48.0% | +23.6% | +24.4% | +39.3% |
| 3M | +18.2% | +8.2% | +10.0% | +15.1% |
| 6M | -12.5% | -35.3% | +22.8% | -3.5% |
| YTD | -39.2% | -60.7% | +21.5% | -24.5% |
| 1Y | -33.9% | -65.3% | +31.4% | -15.5% |
| 3Y | +933.3% | -80.6% | +1,013.8% | +1,058.9% |
| All | +933.3% | -81.3% | +1,014.5% | +1,058.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling