+365.8%
TTD vs APD
+178.8%
+187.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.1% |
| 7D | +1.7% | -2.5% | +4.2% | +3.4% |
| 30D | +1.6% | -1.9% | +3.5% | +2.8% |
| 3M | -27.8% | +8.2% | -36.1% | -32.1% |
| 6M | -52.1% | +10.7% | -62.9% | -56.0% |
| YTD | -63.1% | +22.9% | -86.0% | -68.5% |
| 1Y | -73.1% | +5.8% | -78.8% | -74.9% |
| 3Y | -83.3% | +7.8% | -91.1% | -85.4% |
| 5Y | -80.6% | +26.1% | -106.7% | -85.2% |
| All | +365.8% | +178.8% | +187.0% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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