-65.5%
TTD vs APD
+21.8%
-87.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.0% | +13.4% | +15.3% |
| 7D | +19.0% | -1.6% | +20.5% | +18.9% |
| 30D | +23.6% | +10.6% | +13.0% | +23.7% |
| 3M | +8.2% | +2.5% | +5.7% | +8.3% |
| 6M | -35.3% | +6.0% | -41.3% | -35.1% |
| YTD | -60.7% | +28.4% | -89.1% | -61.3% |
| All | -65.5% | +21.8% | -87.3% | -65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling