+500.0%
APP vs TD
+127.8%
+372.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.6% | +10.4% | +10.3% |
| 7D | +71.2% | -1.7% | +72.9% | +72.0% |
| 30D | +39.1% | +8.2% | +30.8% | +28.8% |
| 3M | +16.5% | +1.7% | +14.8% | +13.5% |
| 6M | -16.6% | +14.2% | -30.8% | -26.8% |
| YTD | -41.9% | +32.8% | -74.7% | -55.0% |
| 1Y | -37.0% | +55.5% | -92.5% | -57.2% |
| 3Y | +892.4% | +129.6% | +762.8% | +371.3% |
| 5Y | +297.3% | +102.2% | +195.1% | +116.6% |
| All | +500.0% | +127.8% | +372.3% | +217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling