+446.2%
APP vs TTD
-82.5%
+528.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.2% | +34.2% | +32.4% |
| 7D | +39.7% | -1.9% | +41.6% | +40.8% |
| 30D | +27.7% | +7.5% | +20.3% | +23.7% |
| 3M | -14.8% | -32.4% | +17.7% | -1.5% |
| 6M | -25.5% | -47.9% | +22.4% | -5.1% |
| YTD | -47.2% | -66.3% | +19.1% | -20.1% |
| 1Y | -42.3% | -73.1% | +30.9% | -4.3% |
| 3Y | +806.8% | -83.8% | +890.6% | +1,408.6% |
| 5Y | +261.6% | -81.3% | +342.9% | +417.2% |
| All | +446.2% | -82.5% | +528.7% | +644.4% |
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