+43.4%
TDG vs APD
+29.7%
+13.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.7% | +3.8% | -2.1% | +1.1% |
| 30D | +9.7% | +8.2% | +1.5% | +8.4% |
| 3M | -2.3% | +4.3% | -6.6% | -2.9% |
| 6M | +1.3% | +4.7% | -3.4% | +0.5% |
| YTD | -8.5% | +31.5% | -40.0% | -12.8% |
| 1Y | -8.1% | +23.5% | -31.7% | -11.6% |
| 3Y | +43.4% | +29.1% | +14.3% | +39.2% |
| All | +43.4% | +29.7% | +13.7% | +39.2% |
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