-74.8%
TTD vs APTV
-47.9%
-27.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | +20.8% | -8.9% | +29.7% | +23.3% |
| 30D | +33.8% | -9.5% | +43.3% | +36.8% |
| 3M | +17.8% | -20.6% | +38.4% | +23.8% |
| 6M | -25.7% | -28.9% | +3.1% | -22.1% |
| YTD | -57.9% | -48.2% | -9.7% | -51.1% |
| 1Y | -63.8% | -51.7% | -12.1% | -56.8% |
| All | -74.8% | -47.9% | -27.0% | -74.0% |
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