+23.5%
APD vs TD
+52.8%
-29.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.8% | +1.1% | +2.7% | +3.7% |
| 30D | +8.2% | +5.2% | +3.0% | +8.1% |
| 3M | +4.3% | +1.2% | +3.1% | +4.1% |
| 6M | +4.7% | +17.7% | -13.1% | +5.0% |
| YTD | +31.5% | +34.2% | -2.7% | +31.0% |
| 1Y | +23.5% | +55.4% | -31.9% | +13.5% |
| All | +23.5% | +52.8% | -29.3% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling