-63.4%
TTD vs AEP
+8.9%
-72.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.4% |
| 7D | +21.3% | +2.9% | +18.4% | +22.6% |
| 30D | +28.7% | +3.2% | +25.5% | +30.6% |
| 3M | +7.7% | +3.8% | +3.9% | +9.5% |
| 6M | -23.5% | +2.5% | -26.0% | -22.2% |
| YTD | -58.7% | +15.5% | -74.2% | -52.3% |
| 1Y | -63.4% | +9.6% | -73.0% | -58.3% |
| All | -63.4% | +8.9% | -72.3% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 1y: compounded portfolio wealth divided by compounded AEP 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…
1y analysis · Full analysis span regression · 6 months rolling