+252.4%
APP vs TDG
+121.4%
+131.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.8% | +1.2% |
| 7D | +48.9% | +2.3% | +46.6% | +46.0% |
| 30D | +49.4% | +11.2% | +38.3% | +37.3% |
| 3M | +27.0% | +0.2% | +26.8% | +26.0% |
| 6M | -15.4% | +3.9% | -19.3% | -19.6% |
| YTD | -39.9% | -6.4% | -33.5% | -38.4% |
| 1Y | -32.0% | -3.8% | -28.2% | -32.0% |
| 3Y | +824.3% | +46.8% | +777.6% | +512.7% |
| 5Y | +252.4% | +128.3% | +124.2% | +45.6% |
| All | +252.4% | +121.4% | +131.0% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling