-80.8%
TTD vs APD
+27.6%
-108.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.9% |
| 7D | +6.3% | -2.2% | +8.6% | +7.6% |
| 30D | -23.9% | +2.1% | -26.0% | -24.9% |
| 3M | -31.4% | +7.2% | -38.6% | -34.4% |
| 6M | -42.7% | +11.2% | -53.9% | -46.7% |
| YTD | -62.0% | +24.4% | -86.4% | -67.1% |
| 1Y | -72.2% | +6.7% | -78.9% | -73.8% |
| 3Y | -81.9% | +9.2% | -91.2% | -83.9% |
| All | -80.8% | +27.6% | -108.4% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling