+654.6%
APP vs TD
+128.3%
+526.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +3.2% |
| 7D | +0.9% | +0.3% | +0.6% | +0.6% |
| 30D | -23.3% | +0.4% | -23.7% | -23.6% |
| 3M | -42.6% | +7.6% | -50.3% | -45.7% |
| 6M | -33.6% | +25.0% | -58.6% | -43.6% |
| YTD | -52.4% | +31.0% | -83.4% | -60.4% |
| 1Y | -35.9% | +65.2% | -101.1% | -52.9% |
| All | +654.6% | +128.3% | +526.3% | +350.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling