+8,678.6%
TDG vs BR
+1,282.8%
+7,395.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.7% | -6.0% | +3.3% | 0.0% |
| 30D | -9.3% | -0.9% | -8.4% | -9.1% |
| 3M | -7.1% | +16.4% | -23.4% | -14.0% |
| 6M | -11.2% | -8.2% | -3.0% | -8.8% |
| YTD | -15.3% | -23.2% | +8.0% | -6.0% |
| 1Y | -12.5% | -30.9% | +18.5% | +1.9% |
| 3Y | +51.2% | -5.0% | +56.2% | +49.1% |
| 5Y | +126.1% | +8.8% | +117.4% | +106.5% |
| 10Y | +536.2% | +190.1% | +346.2% | +268.4% |
| All | +8,678.6% | +1,282.8% | +7,395.8% | +2,403.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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