-21.0%
BA vs TDG
+128.8%
-149.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.3% |
| 7D | -1.4% | +2.3% | -3.7% | -2.8% |
| 30D | -7.9% | +11.2% | -19.1% | -13.9% |
| 3M | -25.2% | +0.2% | -25.4% | -25.5% |
| 6M | -26.7% | +3.9% | -30.6% | -28.7% |
| YTD | -19.6% | -6.4% | -13.2% | -17.7% |
| 1Y | -10.6% | -3.8% | -6.8% | -10.2% |
| 3Y | -11.2% | +46.8% | -58.0% | -38.4% |
| All | -21.0% | +128.8% | -149.8% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 5y: compounded portfolio wealth divided by compounded TDG 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…
5y analysis · Full analysis span regression · 6 months rolling