-73.1%
TTD vs APD
+5.6%
-78.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.9% |
| 7D | +1.7% | -2.5% | +4.2% | +1.6% |
| 30D | +1.6% | -1.9% | +3.5% | +1.5% |
| 3M | -27.8% | +8.2% | -36.1% | -27.4% |
| 6M | -52.1% | +10.7% | -62.9% | -52.0% |
| YTD | -63.1% | +22.9% | -86.0% | -62.8% |
| 1Y | -73.1% | +5.8% | -78.8% | -72.4% |
| All | -73.1% | +5.6% | -78.7% | -72.4% |
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