+474.6%
APA vs TD
+8,077.8%
-7,603.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | +9.6% | +0.6% | +9.0% | +9.2% |
| 30D | -0.2% | +5.0% | -5.2% | -3.6% |
| 3M | +19.8% | +1.1% | +18.7% | +18.1% |
| 6M | +30.1% | +16.5% | +13.6% | +16.0% |
| YTD | +100.4% | +34.3% | +66.2% | +60.9% |
| 1Y | +105.2% | +52.9% | +52.3% | +51.0% |
| 3Y | +44.6% | +132.2% | -87.6% | -19.5% |
| 5Y | +88.8% | +101.9% | -13.1% | +16.6% |
| 10Y | +6.6% | +302.0% | -295.4% | -49.0% |
| All | +474.6% | +8,077.8% | -7,603.2% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling