+252.4%
APP vs TTD
-82.3%
+334.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +0.7% |
| 7D | +48.9% | +20.8% | +28.2% | +35.9% |
| 30D | +49.4% | +33.8% | +15.6% | +30.5% |
| 3M | +27.0% | +17.8% | +9.2% | +16.8% |
| 6M | -15.4% | -25.7% | +10.3% | -6.8% |
| YTD | -39.9% | -57.9% | +18.0% | -15.7% |
| 1Y | -32.0% | -63.8% | +31.9% | +2.1% |
| 3Y | +824.3% | -75.0% | +899.4% | +1,170.7% |
| 5Y | +252.4% | -82.5% | +335.0% | +388.6% |
| All | +252.4% | -82.3% | +334.8% | +388.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling