-68.3%
TTD vs APTV
-44.8%
-23.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.6% |
| 7D | -0.6% | -5.0% | +4.4% | -1.0% |
| 30D | +6.3% | -6.1% | +12.4% | +5.8% |
| 3M | -24.1% | -33.0% | +8.9% | -23.4% |
| 6M | -47.4% | -35.2% | -12.2% | -46.3% |
| YTD | -62.2% | -40.1% | -22.1% | -61.0% |
| 1Y | -68.3% | -45.6% | -22.7% | -67.2% |
| All | -68.3% | -44.8% | -23.5% | -67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling