-22.1%
BA vs TD
+101.6%
-123.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | +1.1% | -1.7% | +2.8% | +2.2% |
| 30D | -7.9% | +8.2% | -16.2% | -12.7% |
| 3M | -25.3% | +1.7% | -27.0% | -26.4% |
| 6M | -24.6% | +14.2% | -38.8% | -31.3% |
| YTD | -20.1% | +32.8% | -52.9% | -34.3% |
| 1Y | -11.8% | +55.5% | -67.2% | -34.8% |
| 3Y | -10.1% | +129.6% | -139.8% | -50.3% |
| All | -22.1% | +101.6% | -123.8% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling