+500.3%
TTD vs APA
+7.0%
+493.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.6% |
| 7D | +20.8% | +9.6% | +11.2% | +18.3% |
| 30D | +27.1% | -0.2% | +27.3% | +26.6% |
| 3M | +14.7% | +19.8% | -5.2% | +9.4% |
| 6M | -26.8% | +30.1% | -56.9% | -32.2% |
| YTD | -59.2% | +100.4% | -159.7% | -66.4% |
| 1Y | -64.7% | +105.2% | -169.9% | -71.1% |
| 3Y | -75.8% | +44.6% | -120.4% | -79.5% |
| 5Y | -84.6% | +88.8% | -173.4% | -88.1% |
| All | +500.3% | +7.0% | +493.4% | +342.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling