+887.9%
APP vs TTD
-75.6%
+963.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.6% | +3.5% |
| 7D | +4.6% | +21.3% | -16.7% | -1.5% |
| 30D | +56.0% | +28.7% | +27.3% | +44.3% |
| 3M | +30.8% | +7.7% | +23.1% | +27.2% |
| 6M | -9.8% | -23.5% | +13.7% | -4.5% |
| YTD | -39.3% | -58.7% | +19.4% | -24.1% |
| 1Y | -26.4% | -63.4% | +37.0% | -5.1% |
| 3Y | +887.9% | -75.3% | +963.2% | +813.8% |
| All | +887.9% | -75.6% | +963.5% | +813.8% |
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