+537.0%
TDG vs BBY
+252.7%
+284.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.3% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | -7.7% | +9.4% | -17.1% | -10.2% |
| 3M | -9.3% | +19.3% | -28.7% | -14.3% |
| 6M | -9.4% | +47.9% | -57.3% | -20.2% |
| YTD | -14.3% | +39.6% | -53.8% | -23.5% |
| 1Y | -11.8% | +22.2% | -34.0% | -18.6% |
| 3Y | +52.0% | +45.0% | +7.0% | +26.2% |
| 5Y | +128.8% | +2.6% | +126.3% | +106.1% |
| All | +537.0% | +252.7% | +284.3% | +350.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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