+7.8%
APD vs TD
+128.4%
-120.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -2.5% | +0.9% | -3.3% | -2.8% |
| 30D | -1.9% | -0.7% | -1.2% | -1.8% |
| 3M | +8.2% | +6.3% | +2.0% | +5.8% |
| 6M | +10.7% | +27.9% | -17.2% | +0.9% |
| YTD | +22.9% | +29.8% | -6.9% | +11.1% |
| 1Y | +5.8% | +63.7% | -57.9% | -13.7% |
| 3Y | +7.8% | +128.3% | -120.6% | -25.4% |
| All | +7.8% | +128.4% | -120.6% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling