+376.4%
TTD vs APTV
-18.9%
+395.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.8% |
| 7D | -0.6% | -5.0% | +4.4% | +2.1% |
| 30D | +6.3% | -6.1% | +12.4% | +9.5% |
| 3M | -24.1% | -33.0% | +8.9% | -8.9% |
| 6M | -47.4% | -35.2% | -12.2% | -37.7% |
| YTD | -62.2% | -40.1% | -22.1% | -53.7% |
| 1Y | -68.3% | -45.6% | -22.7% | -59.2% |
| 3Y | -83.4% | -54.4% | -29.1% | -78.0% |
| 5Y | -80.3% | -68.9% | -11.4% | -67.0% |
| All | +376.4% | -18.9% | +395.3% | +406.8% |
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