+72.3%
BA vs TD
+295.4%
-223.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.2% |
| 7D | +2.5% | +0.9% | +1.6% | +1.6% |
| 30D | -10.1% | -0.7% | -9.5% | -9.7% |
| 3M | -2.4% | +6.3% | -8.7% | -8.4% |
| 6M | -8.8% | +27.9% | -36.7% | -28.6% |
| YTD | -2.9% | +29.8% | -32.8% | -25.5% |
| 1Y | -8.8% | +63.7% | -72.4% | -44.6% |
| 3Y | -0.3% | +128.3% | -128.6% | -58.4% |
| 5Y | -0.3% | +125.5% | -125.8% | -59.1% |
| 10Y | +72.3% | +296.7% | -224.4% | -57.5% |
| All | +72.3% | +295.4% | -223.0% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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