+391.7%
APP vs TD
+124.8%
+266.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +3.4% |
| 7D | +0.9% | +0.3% | +0.6% | +0.5% |
| 30D | -23.3% | +0.4% | -23.7% | -23.7% |
| 3M | -42.6% | +7.6% | -50.3% | -46.5% |
| 6M | -33.6% | +25.0% | -58.6% | -45.8% |
| YTD | -52.4% | +31.0% | -83.4% | -62.4% |
| 1Y | -35.9% | +65.2% | -101.1% | -58.1% |
| 3Y | +642.2% | +122.5% | +519.7% | +265.9% |
| 5Y | +311.1% | +124.8% | +186.3% | +117.2% |
| All | +391.7% | +124.8% | +266.9% | +165.7% |
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