+50.2%
TDG vs BN
+69.2%
-19.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -2.7% | -5.9% | +3.2% | -0.6% |
| 30D | -9.3% | -15.1% | +5.8% | -4.0% |
| 3M | -7.1% | -14.6% | +7.5% | -1.9% |
| 6M | -11.2% | -8.4% | -2.7% | -8.5% |
| YTD | -15.3% | -16.8% | +1.5% | -10.2% |
| 1Y | -12.5% | -14.4% | +1.9% | -8.5% |
| All | +50.2% | +69.2% | -19.0% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling