-1.5%
BAC vs TD
+61.0%
-62.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +2.2% |
| 7D | +1.5% | +1.4% | +0.2% | +0.6% |
| 30D | -4.4% | +10.2% | -14.6% | -10.2% |
| 3M | -17.5% | +8.1% | -25.6% | -21.7% |
| 6M | -0.1% | +22.3% | -22.4% | -13.8% |
| YTD | -4.6% | +39.0% | -43.7% | -25.3% |
| 1Y | -1.5% | +62.6% | -64.1% | -28.1% |
| All | -1.5% | +61.0% | -62.6% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling