+75.9%
BAC vs TDG
+125.6%
-49.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.1% |
| 7D | +0.6% | -2.4% | +3.1% | +1.6% |
| 30D | -1.4% | -8.0% | +6.6% | +1.9% |
| 3M | +15.7% | -10.5% | +26.2% | +20.4% |
| 6M | +32.2% | -11.9% | +44.1% | +37.8% |
| YTD | +15.8% | -15.4% | +31.1% | +22.1% |
| 1Y | +27.3% | -14.2% | +41.5% | +32.9% |
| 3Y | +137.5% | +51.0% | +86.4% | +82.6% |
| All | +75.9% | +125.6% | -49.7% | +8.0% |
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