+803.3%
APP vs TTD
-83.9%
+887.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.2% | +34.2% | +31.9% |
| 7D | +39.7% | -1.9% | +41.6% | +40.4% |
| 30D | +27.7% | +7.5% | +20.3% | +25.1% |
| 3M | -14.8% | -32.4% | +17.7% | -6.1% |
| 6M | -25.5% | -47.9% | +22.4% | -12.6% |
| YTD | -47.2% | -66.3% | +19.1% | -31.4% |
| 1Y | -42.3% | -73.1% | +30.9% | -21.0% |
| All | +803.3% | -83.9% | +887.2% | +955.0% |
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