+392.9%
BAC vs TDG
+547.7%
-154.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | 0.0% | -1.9% | +1.9% | +0.8% |
| 30D | -2.8% | -7.7% | +4.9% | +0.7% |
| 3M | +14.2% | -9.3% | +23.6% | +18.8% |
| 6M | +30.5% | -9.4% | +39.9% | +35.0% |
| YTD | +15.8% | -14.3% | +30.1% | +22.2% |
| 1Y | +26.2% | -11.8% | +38.0% | +30.9% |
| 3Y | +136.5% | +52.0% | +84.6% | +85.4% |
| 5Y | +75.9% | +128.8% | -52.9% | +11.6% |
| All | +392.9% | +547.7% | -154.8% | +120.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling