+169.1%
APD vs TD
+295.5%
-126.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | -4.6% | -1.9% | -2.7% | -3.6% |
| 30D | -4.2% | -1.6% | -2.6% | -3.5% |
| 3M | +5.0% | +4.6% | +0.4% | +2.0% |
| 6M | +8.9% | +26.8% | -17.9% | -5.4% |
| YTD | +21.9% | +28.3% | -6.4% | +4.9% |
| 1Y | +5.6% | +60.4% | -54.9% | -20.3% |
| 3Y | +6.9% | +125.7% | -118.8% | -34.9% |
| 5Y | +25.3% | +122.4% | -97.0% | -24.4% |
| 10Y | +169.1% | +297.1% | -128.0% | +14.6% |
| All | +169.1% | +295.5% | -126.4% | +14.6% |
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