+50.0%
TDG vs APD
+6.4%
+43.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -2.4% | -4.6% | +2.2% | -1.7% |
| 30D | -8.0% | -4.2% | -3.8% | -7.4% |
| 3M | -10.5% | +5.0% | -15.4% | -11.2% |
| 6M | -11.9% | +8.9% | -20.9% | -13.3% |
| YTD | -15.4% | +21.9% | -37.3% | -18.5% |
| 1Y | -14.2% | +5.6% | -19.8% | -15.3% |
| All | +50.0% | +6.4% | +43.6% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling