+508.5%
TTD vs APTV
-27.4%
+535.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +21.3% | -1.7% | +23.0% | +22.5% |
| 30D | +28.7% | -11.6% | +40.3% | +37.1% |
| 3M | +7.7% | -21.2% | +28.9% | +21.1% |
| 6M | -23.5% | -28.5% | +5.0% | -14.4% |
| YTD | -58.7% | -49.1% | -9.6% | -45.1% |
| 1Y | -63.4% | -52.2% | -11.2% | -49.7% |
| 3Y | -75.3% | -48.6% | -26.7% | -69.8% |
| 5Y | -84.4% | -77.3% | -7.1% | -69.0% |
| All | +508.5% | -27.4% | +535.8% | +587.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling