+124.0%
TDG vs BAH
+6.1%
+117.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.2% |
| 7D | +1.7% | +1.7% | 0.0% | +1.4% |
| 30D | +9.7% | +20.8% | -11.1% | +5.7% |
| 3M | -2.3% | +11.6% | -13.9% | -4.7% |
| 6M | +1.3% | +23.1% | -21.8% | -3.5% |
| YTD | -8.5% | +5.3% | -13.7% | -10.9% |
| 1Y | -8.1% | +6.1% | -14.3% | -10.9% |
| 3Y | +43.4% | -27.5% | +70.9% | +47.8% |
| All | +124.0% | +6.1% | +117.9% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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