+396.0%
TTD vs APA
-0.8%
+396.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.2% | +15.6% | +15.5% |
| 7D | +19.0% | -8.7% | +27.7% | +21.3% |
| 30D | +23.6% | -2.4% | +26.0% | +23.7% |
| 3M | +8.2% | +19.0% | -10.8% | +3.1% |
| 6M | -35.3% | +26.8% | -62.1% | -39.9% |
| YTD | -60.7% | +87.3% | -148.0% | -67.1% |
| 1Y | -65.3% | +92.3% | -157.6% | -71.2% |
| 3Y | -80.6% | +37.3% | -117.8% | -83.3% |
| 5Y | -84.6% | +73.2% | -157.8% | -87.9% |
| 10Y | +550.5% | -0.9% | +551.4% | +384.5% |
| All | +396.0% | -0.8% | +396.8% | +271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling