+431.5%
APLD vs TDG
+111.9%
+319.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.1% |
| 7D | -0.5% | -2.7% | +2.2% | +1.9% |
| 30D | -13.2% | -9.3% | -3.9% | -5.5% |
| 3M | -33.8% | -7.1% | -26.7% | -29.9% |
| 6M | -5.9% | -11.2% | +5.2% | +4.4% |
| YTD | +5.1% | -15.3% | +20.4% | +19.9% |
| 1Y | +51.8% | -12.5% | +64.3% | +65.3% |
| 3Y | +397.7% | +51.2% | +346.5% | +101.7% |
| All | +431.5% | +111.9% | +319.6% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling