-5.8%
TDG vs BDX
+54.0%
-59.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.8% | -0.9% |
| 7D | +7.1% | +7.2% | -0.1% | +4.9% |
| 30D | +11.4% | +15.8% | -4.4% | +6.8% |
| 3M | -4.6% | +23.7% | -28.3% | -10.4% |
| 6M | +5.8% | +44.8% | -39.0% | -5.2% |
| YTD | -8.5% | +39.8% | -48.3% | -16.5% |
| 1Y | -5.8% | +52.3% | -58.1% | -16.4% |
| All | -5.8% | +54.0% | -59.8% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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