-73.1%
TTD vs APA
+96.0%
-169.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.7% | -2.7% |
| 7D | +1.7% | -1.7% | +3.4% | +1.6% |
| 30D | +1.6% | +15.7% | -14.1% | +3.0% |
| 3M | -27.8% | +16.5% | -44.3% | -26.3% |
| 6M | -52.1% | +35.1% | -87.2% | -51.0% |
| YTD | -63.1% | +82.2% | -145.3% | -61.2% |
| 1Y | -73.1% | +102.5% | -175.5% | -69.8% |
| All | -73.1% | +96.0% | -169.0% | -69.8% |
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