+378.5%
APP vs TD
+122.7%
+255.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.9% |
| 7D | +0.1% | +0.9% | -0.8% | -0.7% |
| 30D | -10.0% | -0.7% | -9.4% | -9.8% |
| 3M | -44.6% | +6.3% | -50.9% | -47.7% |
| 6M | -37.9% | +27.9% | -65.8% | -50.3% |
| YTD | -53.7% | +29.8% | -83.5% | -63.1% |
| 1Y | -43.0% | +63.7% | -106.6% | -62.4% |
| 3Y | +640.8% | +128.3% | +512.4% | +255.3% |
| 5Y | +358.8% | +125.5% | +233.3% | +143.5% |
| All | +378.5% | +122.7% | +255.8% | +160.7% |
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