-80.9%
TTD vs APTV
-69.9%
-11.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.4% |
| 7D | -4.6% | -1.2% | -3.5% | -4.2% |
| 30D | +3.7% | -10.6% | +14.3% | +9.5% |
| 3M | -30.2% | -35.0% | +4.8% | -14.7% |
| 6M | -51.4% | -38.9% | -12.5% | -40.1% |
| YTD | -63.4% | -41.5% | -21.9% | -54.4% |
| 1Y | -73.5% | -45.8% | -27.7% | -65.6% |
| 3Y | -83.5% | -55.7% | -27.8% | -76.8% |
| 5Y | -80.9% | -70.1% | -10.8% | -65.5% |
| All | -80.9% | -69.9% | -11.1% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling