+12,981.4%
TDG vs APA
-4.4%
+12,985.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.9% |
| 7D | -0.9% | -1.7% | +0.8% | -0.5% |
| 30D | -6.5% | +15.7% | -22.3% | -10.1% |
| 3M | -5.1% | +16.5% | -21.5% | -9.6% |
| 6M | -11.5% | +35.1% | -46.6% | -20.3% |
| YTD | -13.9% | +82.2% | -96.1% | -28.6% |
| 1Y | -11.5% | +102.5% | -113.9% | -29.3% |
| 3Y | +53.7% | +10.3% | +43.3% | +37.3% |
| 5Y | +135.5% | +166.1% | -30.6% | +54.3% |
| 10Y | +535.2% | -4.9% | +540.0% | +313.9% |
| All | +12,981.4% | -4.4% | +12,985.8% | +7,590.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling