-9.3%
TDG vs BWA
+59.1%
-68.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.2% |
| 7D | -2.0% | +5.7% | -7.7% | -2.4% |
| 30D | -7.4% | +1.4% | -8.8% | -7.5% |
| 3M | -5.4% | -12.1% | +6.7% | -4.5% |
| 6M | -11.6% | +28.6% | -40.2% | -14.2% |
| YTD | -12.6% | +51.1% | -63.7% | -16.7% |
| 1Y | -9.3% | +55.9% | -65.2% | -14.0% |
| All | -9.3% | +59.1% | -68.4% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling