+537.0%
TDG vs BWA
+156.8%
+380.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.6% |
| 7D | -1.9% | -1.3% | -0.6% | -1.3% |
| 30D | -7.7% | -2.9% | -4.8% | -6.8% |
| 3M | -9.3% | -10.7% | +1.4% | -5.8% |
| 6M | -9.4% | +26.5% | -35.8% | -19.4% |
| YTD | -14.3% | +49.1% | -63.4% | -30.5% |
| 1Y | -11.8% | +52.1% | -63.9% | -29.6% |
| 3Y | +52.0% | +72.6% | -20.6% | +9.5% |
| 5Y | +128.8% | +89.4% | +39.4% | +51.1% |
| All | +537.0% | +156.8% | +380.2% | +228.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling