-63.4%
TTD vs APA
+107.6%
-171.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +1.5% |
| 7D | +21.3% | +8.5% | +12.7% | +21.9% |
| 30D | +28.7% | +2.8% | +26.0% | +28.8% |
| 3M | +7.7% | +21.7% | -14.0% | +8.7% |
| 6M | -23.5% | +32.6% | -56.1% | -22.0% |
| YTD | -58.7% | +103.7% | -162.4% | -59.4% |
| 1Y | -63.4% | +101.8% | -165.2% | -64.2% |
| All | -63.4% | +107.6% | -171.0% | -64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling