+69.7%
BAC vs TDG
+13,892.6%
-13,822.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.3% |
| 7D | +3.2% | +1.7% | +1.5% | +2.2% |
| 30D | -0.7% | +9.7% | -10.4% | -6.1% |
| 3M | -20.0% | -2.3% | -17.7% | -19.2% |
| 6M | +3.4% | +1.3% | +2.1% | +1.4% |
| YTD | -5.7% | -8.5% | +2.7% | -3.2% |
| 1Y | -1.4% | -8.1% | +6.7% | +0.9% |
| 3Y | +97.9% | +43.4% | +54.5% | +50.1% |
| 5Y | +22.9% | +127.8% | -104.8% | -31.5% |
| 10Y | +235.3% | +554.4% | -319.1% | -18.7% |
| All | +69.7% | +13,892.6% | -13,822.9% | -94.7% |
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