+124.3%
TDG vs BN
+33.2%
+91.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.0% |
| 7D | -1.9% | -5.2% | +3.3% | +0.5% |
| 30D | -7.7% | -14.5% | +6.8% | -1.0% |
| 3M | -9.3% | -15.0% | +5.7% | -2.5% |
| 6M | -9.4% | -5.4% | -4.0% | -7.4% |
| YTD | -14.3% | -16.4% | +2.2% | -7.8% |
| 1Y | -11.8% | -16.2% | +4.4% | -5.8% |
| 3Y | +52.0% | +67.5% | -15.6% | +9.6% |
| All | +124.3% | +33.2% | +91.1% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling