+136.4%
BAC vs TDG
+50.2%
+86.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.9% |
| 7D | +0.6% | -2.4% | +3.1% | +1.3% |
| 30D | -1.4% | -8.0% | +6.6% | +0.9% |
| 3M | +15.7% | -10.5% | +26.2% | +19.0% |
| 6M | +32.2% | -11.9% | +44.1% | +36.1% |
| YTD | +15.8% | -15.4% | +31.1% | +20.0% |
| 1Y | +27.3% | -14.2% | +41.5% | +31.0% |
| All | +136.4% | +50.2% | +86.3% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling