-45.3%
APP vs TD
+61.8%
-107.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.0% |
| 7D | -4.4% | -1.9% | -2.5% | -2.4% |
| 30D | -10.0% | -1.6% | -8.4% | -8.9% |
| 3M | -41.4% | +4.6% | -46.0% | -45.5% |
| 6M | -41.0% | +26.8% | -67.8% | -59.5% |
| YTD | -54.7% | +28.3% | -83.1% | -68.7% |
| 1Y | -45.3% | +60.4% | -105.8% | -68.4% |
| All | -45.3% | +61.8% | -107.2% | -68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling