+4,053.4%
TDG vs BAH
+1,076.0%
+2,977.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.3% |
| 7D | +1.7% | +1.7% | 0.0% | +1.2% |
| 30D | +9.7% | +20.8% | -11.1% | +4.0% |
| 3M | -2.3% | +11.6% | -13.9% | -5.7% |
| 6M | +1.3% | +23.1% | -21.8% | -5.5% |
| YTD | -8.5% | +5.3% | -13.7% | -12.0% |
| 1Y | -8.1% | +6.1% | -14.3% | -12.0% |
| 3Y | +43.4% | -27.5% | +70.9% | +48.6% |
| 5Y | +127.8% | +6.2% | +121.6% | +105.4% |
| 10Y | +554.4% | +202.2% | +352.1% | +327.8% |
| All | +4,053.4% | +1,076.0% | +2,977.4% | +1,542.1% |
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