-4.1%
APA vs TD
+303.5%
-307.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.7% |
| 7D | +0.8% | -2.6% | +3.4% | +3.9% |
| 30D | +9.6% | -1.0% | +10.6% | +10.1% |
| 3M | +18.0% | +5.6% | +12.4% | +8.2% |
| 6M | +41.9% | +27.1% | +14.8% | +0.7% |
| YTD | +86.3% | +29.4% | +56.9% | +28.3% |
| 1Y | +97.9% | +60.7% | +37.2% | +2.4% |
| 3Y | +12.8% | +127.6% | -114.8% | -64.8% |
| 5Y | +177.2% | +125.4% | +51.8% | -14.5% |
| All | -4.1% | +303.5% | -307.6% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling