-11.8%
TDG vs BN
-14.1%
+2.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.0% |
| 7D | -1.9% | -5.2% | +3.3% | 0.0% |
| 30D | -7.7% | -14.5% | +6.8% | -2.6% |
| 3M | -9.3% | -15.0% | +5.7% | -4.2% |
| 6M | -9.4% | -5.4% | -4.0% | -7.0% |
| YTD | -14.3% | -16.4% | +2.2% | -9.8% |
| 1Y | -11.8% | -16.2% | +4.4% | -8.1% |
| All | -11.8% | -14.1% | +2.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling