+443.7%
APLD vs TDG
+118.5%
+325.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.4% |
| 7D | +4.1% | -2.0% | +6.1% | +6.1% |
| 30D | -11.7% | -7.4% | -4.3% | -5.7% |
| 3M | -40.3% | -5.4% | -34.9% | -37.9% |
| 6M | -8.0% | -11.6% | +3.7% | +2.6% |
| YTD | +7.5% | -12.6% | +20.2% | +19.3% |
| 1Y | +84.0% | -9.3% | +93.4% | +93.7% |
| 3Y | +356.2% | +49.2% | +307.1% | +94.3% |
| All | +443.7% | +118.5% | +325.2% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling