+193.1%
APD vs TD
+300.0%
-106.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.8% | +1.1% | +2.7% | +3.2% |
| 30D | +8.2% | +5.2% | +3.0% | +5.2% |
| 3M | +4.3% | +1.2% | +3.1% | +3.3% |
| 6M | +4.7% | +17.7% | -13.1% | -5.0% |
| YTD | +31.5% | +34.2% | -2.7% | +10.2% |
| 1Y | +23.5% | +55.4% | -31.9% | -5.0% |
| 3Y | +29.1% | +130.4% | -101.3% | -22.2% |
| 5Y | +15.9% | +101.8% | -85.9% | -25.5% |
| All | +193.1% | +300.0% | -106.9% | +28.5% |
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