+124.3%
TDG vs APA
+173.2%
-48.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.1% |
| 7D | -1.9% | +4.6% | -6.5% | -2.4% |
| 30D | -7.7% | +11.9% | -19.6% | -9.1% |
| 3M | -9.3% | +22.5% | -31.8% | -12.0% |
| 6M | -9.4% | +37.5% | -46.9% | -14.8% |
| YTD | -14.3% | +87.2% | -101.4% | -23.8% |
| 1Y | -11.8% | +101.4% | -113.3% | -23.1% |
| 3Y | +52.0% | +16.9% | +35.1% | +43.4% |
| All | +124.3% | +173.2% | -48.9% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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