+108.5%
BAC vs TDG
+13,257.8%
-13,149.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.3% |
| 7D | +1.1% | -2.0% | +3.1% | +2.3% |
| 30D | -0.4% | -7.4% | +7.0% | +3.9% |
| 3M | +16.9% | -5.4% | +22.3% | +19.8% |
| 6M | +26.6% | -11.6% | +38.2% | +34.1% |
| YTD | +15.8% | -12.6% | +28.4% | +22.6% |
| 1Y | +27.2% | -9.3% | +36.5% | +31.0% |
| 3Y | +132.4% | +49.2% | +83.2% | +71.6% |
| 5Y | +72.6% | +132.1% | -59.6% | -5.3% |
| 10Y | +389.7% | +544.8% | -155.1% | +19.3% |
| All | +108.5% | +13,257.8% | -13,149.3% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling