-3.5%
APA vs TD
+300.1%
-303.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +4.3% |
| 7D | +0.3% | -1.9% | +2.2% | +2.5% |
| 30D | +9.3% | -1.6% | +10.9% | +10.6% |
| 3M | +23.3% | +4.6% | +18.7% | +14.4% |
| 6M | +39.5% | +26.8% | +12.7% | -0.8% |
| YTD | +87.6% | +28.3% | +59.3% | +30.5% |
| 1Y | +114.2% | +60.4% | +53.8% | +11.1% |
| 3Y | +13.6% | +125.7% | -112.1% | -64.2% |
| 5Y | +175.6% | +122.4% | +53.2% | -13.5% |
| All | -3.5% | +300.1% | -303.6% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling