+2,351.8%
APD vs TD
+8,082.4%
-5,730.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -0.2% | -0.7% | +0.5% | +0.1% |
| 30D | +11.0% | +7.6% | +3.4% | +7.2% |
| 3M | +1.3% | +3.0% | -1.7% | -0.4% |
| 6M | +6.4% | +16.8% | -10.5% | -1.8% |
| YTD | +28.9% | +34.3% | -5.4% | +10.9% |
| 1Y | +23.2% | +56.0% | -32.7% | -1.5% |
| 3Y | +26.3% | +132.4% | -106.0% | -17.5% |
| 5Y | +12.0% | +103.7% | -91.6% | -22.8% |
| 10Y | +183.2% | +299.2% | -116.0% | +39.8% |
| All | +2,351.8% | +8,082.4% | -5,730.6% | +293.3% |
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