-11.8%
TDG vs BAX
-0.4%
-11.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | -1.9% | -7.9% | +6.0% | -0.6% |
| 30D | -7.7% | -11.7% | +4.0% | -5.9% |
| 3M | -9.3% | +16.2% | -25.5% | -11.6% |
| 6M | -9.4% | +32.0% | -41.4% | -13.5% |
| YTD | -14.3% | +24.7% | -39.0% | -17.8% |
| 1Y | -11.8% | -2.6% | -9.2% | -13.3% |
| All | -11.8% | -0.4% | -11.4% | -13.3% |
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