-9.3%
TDG vs BAX
+9.9%
-19.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | +0.2% |
| 7D | -2.0% | -1.1% | -0.9% | -1.8% |
| 30D | -7.4% | -5.5% | -1.9% | -6.6% |
| 3M | -5.4% | +33.5% | -38.9% | -9.6% |
| 6M | -11.6% | +35.9% | -47.5% | -16.3% |
| YTD | -12.6% | +35.4% | -48.0% | -17.2% |
| 1Y | -9.3% | +9.8% | -19.1% | -12.6% |
| All | -9.3% | +9.9% | -19.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling