+528.8%
APP vs TD
+131.2%
+397.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +3.6% |
| 7D | +79.2% | -0.6% | +79.8% | +78.5% |
| 30D | +48.0% | +7.9% | +40.1% | +37.6% |
| 3M | +18.2% | +3.1% | +15.1% | +13.9% |
| 6M | -12.5% | +17.2% | -29.7% | -24.8% |
| YTD | -39.2% | +34.7% | -73.9% | -53.4% |
| 1Y | -33.9% | +56.9% | -90.8% | -55.3% |
| 3Y | +933.3% | +134.7% | +798.5% | +381.9% |
| 5Y | +295.9% | +104.8% | +191.1% | +113.6% |
| All | +528.8% | +131.2% | +397.6% | +229.0% |
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