+124.3%
TDG vs BUD
+44.8%
+79.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +1.0% |
| 7D | -1.9% | -2.6% | +0.8% | -1.1% |
| 30D | -7.7% | -1.2% | -6.5% | -7.4% |
| 3M | -9.3% | -4.9% | -4.4% | -8.2% |
| 6M | -9.4% | +9.3% | -18.6% | -12.2% |
| YTD | -14.3% | +24.0% | -38.2% | -20.4% |
| 1Y | -11.8% | +34.5% | -46.4% | -20.5% |
| 3Y | +52.0% | +43.7% | +8.3% | +29.0% |
| All | +124.3% | +44.8% | +79.5% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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