-42.7%
TTD vs APO
+25.2%
-67.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.1% |
| 7D | +6.3% | -1.0% | +7.4% | +6.7% |
| 30D | -23.9% | +3.5% | -27.4% | -24.5% |
| 3M | -31.4% | +4.5% | -35.9% | -32.0% |
| 6M | -42.7% | +22.8% | -65.5% | -47.3% |
| All | -42.7% | +25.2% | -67.9% | -47.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling