+12,981.4%
TDG vs BN
+967.9%
+12,013.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.1% |
| 7D | -0.9% | -1.2% | +0.3% | -0.3% |
| 30D | -6.5% | -10.9% | +4.4% | -0.9% |
| 3M | -5.1% | -11.1% | +6.0% | +0.7% |
| 6M | -11.5% | -4.4% | -7.2% | -10.0% |
| YTD | -13.9% | -14.1% | +0.3% | -7.9% |
| 1Y | -11.5% | -11.1% | -0.4% | -7.6% |
| 3Y | +53.7% | +75.6% | -21.9% | +7.4% |
| 5Y | +135.5% | +35.8% | +99.7% | +85.2% |
| 10Y | +535.2% | +261.6% | +273.6% | +211.0% |
| All | +12,981.4% | +967.9% | +12,013.6% | +3,968.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling