-83.3%
TTD vs APTV
-54.7%
-28.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -1.9% |
| 7D | +1.7% | +2.0% | -0.2% | +1.3% |
| 30D | +1.6% | -7.7% | +9.3% | +3.2% |
| 3M | -27.8% | -34.0% | +6.2% | -20.9% |
| 6M | -52.1% | -37.1% | -15.0% | -47.1% |
| YTD | -63.1% | -39.9% | -23.2% | -58.9% |
| 1Y | -73.1% | -44.4% | -28.6% | -69.3% |
| 3Y | -83.3% | -54.5% | -28.8% | -80.1% |
| All | -83.3% | -54.7% | -28.6% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling