+537.0%
TDG vs APD
+166.7%
+370.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.6% |
| 7D | -1.9% | -3.3% | +1.4% | -0.3% |
| 30D | -7.7% | -4.2% | -3.5% | -5.8% |
| 3M | -9.3% | +5.4% | -14.8% | -12.2% |
| 6M | -9.4% | +6.3% | -15.6% | -12.9% |
| YTD | -14.3% | +20.3% | -34.6% | -23.0% |
| 1Y | -11.8% | +1.6% | -13.4% | -14.3% |
| 3Y | +52.0% | +4.0% | +48.0% | +39.9% |
| 5Y | +128.8% | +23.3% | +105.5% | +84.6% |
| All | +537.0% | +166.7% | +370.3% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling