+391.7%
APP vs TTD
-80.3%
+472.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +4.0% |
| 7D | +0.9% | +6.3% | -5.5% | -1.9% |
| 30D | -23.3% | -23.9% | +0.6% | -15.4% |
| 3M | -42.6% | -31.4% | -11.3% | -34.2% |
| 6M | -33.6% | -42.7% | +9.1% | -19.5% |
| YTD | -52.4% | -62.0% | +9.6% | -31.4% |
| 1Y | -35.9% | -72.2% | +36.3% | +3.7% |
| 3Y | +642.2% | -81.9% | +724.2% | +1,076.3% |
| 5Y | +311.1% | -81.5% | +392.6% | +477.5% |
| All | +391.7% | -80.3% | +472.0% | +538.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling