+379.4%
TTD vs APA
-5.2%
+384.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -3.6% |
| 7D | +6.3% | +0.5% | +5.8% | +6.2% |
| 30D | -23.9% | +23.4% | -47.3% | -27.9% |
| 3M | -31.4% | +12.7% | -44.1% | -34.0% |
| 6M | -42.7% | +39.4% | -82.1% | -48.0% |
| YTD | -62.0% | +79.0% | -140.9% | -67.7% |
| 1Y | -72.2% | +88.8% | -161.0% | -77.0% |
| 3Y | -81.9% | +6.4% | -88.3% | -83.5% |
| 5Y | -81.5% | +153.0% | -234.5% | -86.7% |
| All | +379.4% | -5.2% | +384.6% | +264.9% |
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