+527.5%
APP vs TDG
+132.5%
+394.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +3.1% |
| 7D | +4.6% | +1.7% | +2.9% | +3.4% |
| 30D | +56.0% | +9.7% | +46.3% | +45.4% |
| 3M | +30.8% | -2.3% | +33.2% | +32.2% |
| 6M | -9.8% | +1.3% | -11.1% | -12.4% |
| YTD | -39.3% | -8.5% | -30.8% | -36.7% |
| 1Y | -26.4% | -8.1% | -18.3% | -23.7% |
| 3Y | +887.9% | +43.4% | +844.5% | +599.3% |
| 5Y | +264.1% | +127.8% | +136.3% | +70.9% |
| All | +527.5% | +132.5% | +394.9% | +164.3% |
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 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