+298.1%
APP vs TD
+101.4%
+196.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.6% | +1.1% | +3.5% | +3.7% |
| 30D | +56.0% | +5.2% | +50.8% | +48.0% |
| 3M | +30.8% | +1.2% | +29.6% | +28.1% |
| 6M | -9.8% | +17.7% | -27.5% | -23.4% |
| YTD | -39.3% | +34.2% | -73.5% | -53.9% |
| 1Y | -26.4% | +55.4% | -81.9% | -50.8% |
| 3Y | +887.9% | +130.4% | +757.5% | +351.1% |
| All | +298.1% | +101.4% | +196.7% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling