+50.2%
TDG vs BAX
-34.3%
+84.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -2.7% | -5.4% | +2.8% | -1.9% |
| 30D | -9.3% | -12.4% | +3.1% | -7.5% |
| 3M | -7.1% | +19.1% | -26.2% | -9.5% |
| 6M | -11.2% | +38.6% | -49.8% | -15.4% |
| YTD | -15.3% | +26.7% | -42.0% | -18.7% |
| 1Y | -12.5% | +1.0% | -13.5% | -13.7% |
| All | +50.2% | -34.3% | +84.5% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling