+3,807.2%
TDG vs BAH
+876.9%
+2,930.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.2% |
| 7D | -0.9% | -4.3% | +3.4% | +0.3% |
| 30D | -6.5% | -4.5% | -2.1% | -5.4% |
| 3M | -5.1% | -7.6% | +2.5% | -3.6% |
| 6M | -11.5% | -10.6% | -0.9% | -9.9% |
| YTD | -13.9% | -12.6% | -1.3% | -12.5% |
| 1Y | -11.5% | -27.0% | +15.5% | -5.6% |
| 3Y | +53.7% | -31.5% | +85.1% | +60.9% |
| 5Y | +135.5% | -3.8% | +139.3% | +117.7% |
| 10Y | +535.2% | +183.9% | +351.2% | +323.7% |
| All | +3,807.2% | +876.9% | +2,930.4% | +1,531.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling