+13,174.6%
TDG vs APD
+728.9%
+12,445.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.9% |
| 7D | -2.0% | -2.2% | +0.2% | -0.9% |
| 30D | -7.4% | +2.1% | -9.5% | -8.4% |
| 3M | -5.4% | +7.2% | -12.6% | -9.2% |
| 6M | -11.6% | +11.2% | -22.9% | -17.2% |
| YTD | -12.6% | +24.4% | -37.0% | -23.3% |
| 1Y | -9.3% | +6.7% | -16.0% | -14.5% |
| 3Y | +49.2% | +9.2% | +39.9% | +32.7% |
| 5Y | +132.1% | +27.4% | +104.8% | +86.6% |
| 10Y | +544.8% | +164.8% | +380.0% | +239.0% |
| All | +13,174.6% | +728.9% | +12,445.7% | +3,349.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling