+397.7%
BAC vs TD
+295.5%
+102.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +1.5% |
| 7D | +0.6% | -1.9% | +2.5% | +2.4% |
| 30D | -1.4% | -1.6% | +0.2% | -0.1% |
| 3M | +15.7% | +4.6% | +11.1% | +10.4% |
| 6M | +32.2% | +26.8% | +5.4% | +4.7% |
| YTD | +15.8% | +28.3% | -12.6% | -9.3% |
| 1Y | +27.3% | +60.4% | -33.2% | -19.7% |
| 3Y | +137.5% | +125.7% | +11.7% | +4.4% |
| 5Y | +73.1% | +122.4% | -49.3% | -24.0% |
| 10Y | +397.7% | +297.1% | +100.7% | +29.5% |
| All | +397.7% | +295.5% | +102.3% | +29.5% |
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