+396.9%
APP vs TDG
+117.8%
+279.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.2% |
| 7D | +1.1% | -1.9% | +2.9% | +2.5% |
| 30D | +6.6% | -7.7% | +14.4% | +12.8% |
| 3M | -32.3% | -9.3% | -23.0% | -27.9% |
| 6M | -29.8% | -9.4% | -20.4% | -26.2% |
| YTD | -51.9% | -14.3% | -37.7% | -47.2% |
| 1Y | -43.3% | -11.8% | -31.5% | -39.7% |
| 3Y | +664.1% | +52.0% | +612.1% | +413.3% |
| 5Y | +318.7% | +128.8% | +189.8% | +100.7% |
| All | +396.9% | +117.8% | +279.0% | +120.5% |
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