+124.3%
TDG vs BB
-26.5%
+150.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | -7.7% | -12.5% | +4.8% | -6.4% |
| 3M | -9.3% | -17.4% | +8.1% | -8.3% |
| 6M | -9.4% | +119.1% | -128.5% | -20.3% |
| YTD | -14.3% | +102.4% | -116.6% | -23.8% |
| 1Y | -11.8% | +98.2% | -110.0% | -22.0% |
| 3Y | +52.0% | +46.9% | +5.0% | +36.4% |
| All | +124.3% | -26.5% | +150.7% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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