-42.7%
TTD vs APD
+11.5%
-54.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.5% |
| 7D | +6.3% | -2.2% | +8.6% | +6.0% |
| 30D | -23.9% | +2.1% | -26.0% | -23.5% |
| 3M | -31.4% | +7.2% | -38.6% | -30.2% |
| 6M | -42.7% | +11.2% | -53.9% | -41.6% |
| All | -42.7% | +11.5% | -54.2% | -41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling