+877.5%
APP vs TDG
+47.1%
+830.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.8% | +1.4% |
| 7D | +48.9% | +2.3% | +46.6% | +46.6% |
| 30D | +49.4% | +11.2% | +38.3% | +39.6% |
| 3M | +27.0% | +0.2% | +26.8% | +26.3% |
| 6M | -15.4% | +3.9% | -19.3% | -18.7% |
| YTD | -39.9% | -6.4% | -33.5% | -38.2% |
| 1Y | -32.0% | -3.8% | -28.2% | -31.6% |
| All | +877.5% | +47.1% | +830.3% | +517.3% |
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 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