+15.2%
TTD vs AEP
+3.0%
+12.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.2% |
| 7D | +19.9% | -0.8% | +20.7% | +19.3% |
| 30D | +27.6% | +4.9% | +22.8% | +27.3% |
| 3M | +15.2% | +4.9% | +10.3% | +15.0% |
| All | +15.2% | +3.0% | +12.2% | +15.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling