+305.3%
APLD vs TDG
+43.8%
+261.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -7.0% | -6.3% |
| 7D | +2.7% | +1.7% | +1.0% | +2.1% |
| 30D | -21.4% | +9.7% | -31.1% | -24.6% |
| 3M | -47.8% | -2.3% | -45.5% | -47.3% |
| 6M | -64.9% | +1.3% | -66.2% | -65.1% |
| YTD | -34.9% | -8.5% | -26.4% | -33.6% |
| 1Y | -30.7% | -8.1% | -22.6% | -29.5% |
| 3Y | +305.3% | +43.4% | +261.9% | +225.1% |
| All | +305.3% | +43.8% | +261.5% | +225.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling