+12,981.4%
TDG vs BBWI
+157.0%
+12,824.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.7% | -0.6% |
| 7D | -0.9% | +1.6% | -2.5% | -1.3% |
| 30D | -6.5% | -6.2% | -0.3% | -5.3% |
| 3M | -5.1% | +4.3% | -9.4% | -6.9% |
| 6M | -11.5% | -7.2% | -4.4% | -11.5% |
| YTD | -13.9% | -3.0% | -10.9% | -15.5% |
| 1Y | -11.5% | -30.8% | +19.3% | -6.6% |
| 3Y | +53.7% | -43.4% | +97.0% | +60.2% |
| 5Y | +135.5% | -66.7% | +202.2% | +171.7% |
| 10Y | +535.2% | -55.7% | +590.8% | +445.2% |
| All | +12,981.4% | +157.0% | +12,824.5% | +4,502.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling