+430.9%
TTD vs APTV
-29.8%
+460.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +20.8% | -8.9% | +29.7% | +26.8% |
| 30D | +33.8% | -9.5% | +43.3% | +40.7% |
| 3M | +17.8% | -20.6% | +38.4% | +31.9% |
| 6M | -25.7% | -28.9% | +3.1% | -16.6% |
| YTD | -57.9% | -48.2% | -9.7% | -44.6% |
| 1Y | -63.8% | -51.7% | -12.1% | -50.6% |
| 3Y | -75.0% | -48.1% | -26.9% | -69.7% |
| 5Y | -82.5% | -76.7% | -5.9% | -66.0% |
| 10Y | +527.9% | -25.6% | +553.5% | +580.9% |
| All | +430.9% | -29.8% | +460.7% | +506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling