+391.7%
APP vs TDG
+122.0%
+269.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.0% |
| 7D | +0.9% | -2.0% | +2.9% | +2.4% |
| 30D | -23.3% | -7.4% | -15.9% | -19.3% |
| 3M | -42.6% | -5.4% | -37.3% | -41.1% |
| 6M | -33.6% | -11.6% | -22.0% | -28.8% |
| YTD | -52.4% | -12.6% | -39.8% | -48.5% |
| 1Y | -35.9% | -9.3% | -26.5% | -33.2% |
| 3Y | +642.2% | +49.2% | +593.0% | +407.1% |
| 5Y | +311.1% | +132.1% | +178.9% | +94.4% |
| All | +391.7% | +122.0% | +269.7% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling