-82.3%
TTD vs APD
+9.1%
-91.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.1% |
| 7D | +6.3% | -2.2% | +8.6% | +6.9% |
| 30D | -23.9% | +2.1% | -26.0% | -24.4% |
| 3M | -31.4% | +7.2% | -38.6% | -32.8% |
| 6M | -42.7% | +11.2% | -53.9% | -44.6% |
| YTD | -62.0% | +24.4% | -86.4% | -64.6% |
| 1Y | -72.2% | +6.7% | -78.9% | -72.8% |
| All | -82.3% | +9.1% | -91.4% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling