-12.9%
TDG vs APD
+4.7%
-17.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -2.7% | -3.5% | +0.8% | -2.5% |
| 30D | -9.3% | -5.1% | -4.2% | -9.0% |
| 3M | -7.1% | +6.9% | -13.9% | -7.4% |
| 6M | -11.2% | +8.1% | -19.2% | -11.6% |
| YTD | -15.3% | +21.2% | -36.5% | -17.2% |
| All | -12.9% | +4.7% | -17.5% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling