+217.6%
BAC vs TD
+300.0%
-82.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.2% | +1.1% | +2.1% | +2.2% |
| 30D | -0.7% | +5.2% | -5.9% | -5.4% |
| 3M | -20.0% | +1.2% | -21.2% | -21.2% |
| 6M | +3.4% | +17.7% | -14.3% | -12.1% |
| YTD | -5.7% | +34.2% | -40.0% | -29.4% |
| 1Y | -1.4% | +55.4% | -56.9% | -35.9% |
| 3Y | +97.9% | +130.4% | -32.5% | -14.6% |
| 5Y | +22.9% | +101.8% | -78.9% | -39.9% |
| All | +217.6% | +300.0% | -82.4% | -14.1% |
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 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