-26.4%
BA vs TD
+101.4%
-127.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | +1.1% | -2.2% | -1.8% |
| 30D | -7.1% | +5.2% | -12.3% | -10.2% |
| 3M | -25.5% | +1.2% | -26.8% | -26.3% |
| 6M | -28.7% | +17.7% | -46.5% | -36.3% |
| YTD | -21.0% | +34.2% | -55.2% | -35.4% |
| 1Y | -11.9% | +55.4% | -67.3% | -34.8% |
| 3Y | -16.2% | +130.4% | -146.6% | -53.7% |
| All | -26.4% | +101.4% | -127.8% | -54.1% |
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