+124.3%
TDG vs BAX
-68.1%
+192.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | -1.9% | -7.9% | +6.0% | -0.5% |
| 30D | -7.7% | -11.7% | +4.0% | -5.7% |
| 3M | -9.3% | +16.2% | -25.5% | -11.9% |
| 6M | -9.4% | +32.0% | -41.4% | -14.0% |
| YTD | -14.3% | +24.7% | -39.0% | -18.3% |
| 1Y | -11.8% | -2.6% | -9.2% | -12.6% |
| 3Y | +52.0% | -35.0% | +86.9% | +58.8% |
| All | +124.3% | -68.1% | +192.4% | +175.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling