+414.0%
TTD vs AEP
+183.8%
+230.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +20.8% | +2.5% | +18.3% | +20.2% |
| 30D | +27.1% | +3.4% | +23.7% | +26.3% |
| 3M | +14.7% | +4.2% | +10.5% | +13.7% |
| 6M | -26.8% | -0.8% | -26.0% | -26.9% |
| YTD | -59.2% | +15.2% | -74.5% | -60.9% |
| 1Y | -64.7% | +8.3% | -73.0% | -65.6% |
| 3Y | -75.8% | +84.2% | -160.0% | -80.2% |
| 5Y | -84.6% | +87.8% | -172.4% | -87.4% |
| 10Y | +507.9% | +204.4% | +303.4% | +340.7% |
| All | +414.0% | +183.8% | +230.1% | +305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling