+74.7%
BND vs TDG
+8,055.5%
-7,980.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.9% | -2.7% | +1.8% | -0.9% |
| 30D | -1.0% | -9.3% | +8.3% | -1.0% |
| 3M | -1.2% | -7.1% | +5.8% | -1.2% |
| 6M | -2.0% | -11.2% | +9.2% | -2.0% |
| YTD | -1.2% | -15.3% | +14.1% | -1.2% |
| 1Y | -0.5% | -12.5% | +12.0% | -0.5% |
| 3Y | +12.4% | +51.2% | -38.8% | +12.6% |
| 5Y | -2.5% | +126.1% | -128.6% | -2.1% |
| 10Y | +15.0% | +536.2% | -521.3% | +18.2% |
| All | +74.7% | +8,055.5% | -7,980.8% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 all: compounded portfolio wealth divided by compounded TDG 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…
all analysis · Full analysis span regression · 6 months rolling