+412.3%
TTD vs APO
+907.4%
-495.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.8% | +3.0% |
| 7D | +19.9% | +8.1% | +11.8% | +14.5% |
| 30D | +27.6% | +3.4% | +24.2% | +24.8% |
| 3M | +15.2% | -6.6% | +21.8% | +19.7% |
| 6M | -33.2% | -7.1% | -26.1% | -31.0% |
| YTD | -59.4% | -14.1% | -45.2% | -56.4% |
| 1Y | -64.4% | -4.7% | -59.7% | -64.3% |
| 3Y | -75.9% | +51.3% | -127.2% | -82.9% |
| 5Y | -82.6% | +82.7% | -165.3% | -89.1% |
| 10Y | +558.1% | +845.7% | -287.6% | +73.2% |
| All | +412.3% | +907.4% | -495.2% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling