+329.1%
APP vs TDG
+131.7%
+197.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.0% |
| 7D | -4.4% | -2.4% | -2.0% | -2.6% |
| 30D | -10.0% | -8.0% | -2.0% | -4.5% |
| 3M | -41.4% | -10.5% | -31.0% | -37.0% |
| 6M | -41.0% | -11.9% | -29.1% | -36.5% |
| YTD | -54.7% | -15.4% | -39.4% | -49.7% |
| 1Y | -45.3% | -14.2% | -31.1% | -40.6% |
| 3Y | +624.3% | +51.0% | +573.2% | +374.3% |
| 5Y | +329.1% | +126.5% | +202.7% | +87.6% |
| All | +329.1% | +131.7% | +197.4% | +87.6% |
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