+2,265.6%
APD vs TD
+7,879.0%
-5,613.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | -2.2% | +0.3% | -2.5% | -2.4% |
| 30D | +2.1% | +0.4% | +1.7% | +1.8% |
| 3M | +7.2% | +7.6% | -0.5% | +3.2% |
| 6M | +11.2% | +25.0% | -13.7% | -0.7% |
| YTD | +24.4% | +31.0% | -6.6% | +8.4% |
| 1Y | +6.7% | +65.2% | -58.5% | -17.0% |
| 3Y | +9.2% | +122.5% | -113.3% | -27.0% |
| 5Y | +27.4% | +124.8% | -97.4% | -16.2% |
| 10Y | +164.8% | +298.2% | -133.4% | +31.2% |
| All | +2,265.6% | +7,879.0% | -5,613.4% | +284.6% |
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 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