-82.6%
TTD vs APO
+79.1%
-161.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.8% | +3.0% |
| 7D | +19.9% | +8.1% | +11.8% | +13.4% |
| 30D | +27.6% | +3.4% | +24.2% | +24.2% |
| 3M | +15.2% | -6.6% | +21.8% | +20.4% |
| 6M | -33.2% | -7.1% | -26.1% | -30.7% |
| YTD | -59.4% | -14.1% | -45.2% | -55.9% |
| 1Y | -64.4% | -4.7% | -59.7% | -64.5% |
| 3Y | -75.9% | +51.3% | -127.2% | -86.1% |
| 5Y | -82.6% | +82.7% | -165.3% | -92.0% |
| All | -82.6% | +79.1% | -161.7% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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