+379.4%
TTD vs APO
+997.2%
-617.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.0% |
| 7D | +6.3% | -1.0% | +7.4% | +7.0% |
| 30D | -23.9% | +3.5% | -27.4% | -25.5% |
| 3M | -31.4% | +4.5% | -35.9% | -33.8% |
| 6M | -42.7% | +22.8% | -65.5% | -50.4% |
| YTD | -62.0% | -6.5% | -55.5% | -61.2% |
| 1Y | -72.2% | +0.8% | -73.0% | -73.4% |
| 3Y | -81.9% | +62.0% | -143.9% | -87.8% |
| 5Y | -81.5% | +138.2% | -219.8% | -90.0% |
| All | +379.4% | +997.2% | -617.8% | +16.1% |
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