+125.9%
TDG vs BAH
-3.4%
+129.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | -8.0% | -6.6% | -1.4% | -6.8% |
| 3M | -10.5% | -7.2% | -3.3% | -9.4% |
| 6M | -11.9% | -10.0% | -1.9% | -10.7% |
| YTD | -15.4% | -12.5% | -2.9% | -14.4% |
| 1Y | -14.2% | -27.9% | +13.7% | -9.4% |
| 3Y | +51.0% | -31.4% | +82.4% | +53.9% |
| All | +125.9% | -3.4% | +129.3% | +98.6% |
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