+537.0%
TDG vs BBWI
-55.0%
+591.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | -0.3% |
| 7D | -1.9% | -4.8% | +2.9% | -0.8% |
| 30D | -7.7% | +3.5% | -11.2% | -8.7% |
| 3M | -9.3% | -0.3% | -9.0% | -9.9% |
| 6M | -9.4% | -5.4% | -4.0% | -9.7% |
| YTD | -14.3% | -4.7% | -9.5% | -15.3% |
| 1Y | -11.8% | -30.5% | +18.6% | -7.6% |
| 3Y | +52.0% | -44.3% | +96.3% | +58.5% |
| 5Y | +128.8% | -66.9% | +195.7% | +161.1% |
| All | +537.0% | -55.0% | +591.9% | +363.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling