+506.6%
APP vs TD
+130.5%
+376.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.3% |
| 7D | +61.1% | -0.7% | +61.8% | +60.6% |
| 30D | +42.8% | +7.6% | +35.1% | +33.0% |
| 3M | +16.7% | +3.0% | +13.7% | +12.5% |
| 6M | -15.6% | +16.8% | -32.4% | -27.2% |
| YTD | -41.3% | +34.3% | -75.6% | -54.9% |
| 1Y | -39.3% | +56.0% | -95.2% | -58.8% |
| 3Y | +803.2% | +132.4% | +670.8% | +325.1% |
| 5Y | +313.2% | +103.7% | +209.5% | +123.7% |
| All | +506.6% | +130.5% | +376.1% | +218.2% |
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