+12,981.4%
TDG vs BWA
+566.5%
+12,414.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.7% |
| 7D | -0.9% | +4.3% | -5.2% | -2.5% |
| 30D | -6.5% | -2.9% | -3.6% | -5.6% |
| 3M | -5.1% | -12.4% | +7.4% | -0.8% |
| 6M | -11.5% | +28.6% | -40.1% | -21.3% |
| YTD | -13.9% | +48.2% | -62.1% | -28.9% |
| 1Y | -11.5% | +50.9% | -62.4% | -27.8% |
| 3Y | +53.7% | +72.2% | -18.5% | +13.9% |
| 5Y | +135.5% | +91.1% | +44.5% | +63.1% |
| 10Y | +535.2% | +144.0% | +391.1% | +273.7% |
| All | +12,981.4% | +566.5% | +12,414.9% | +4,080.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling