+21.9%
BAC vs TD
+105.4%
-83.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.2% |
| 7D | +2.0% | -0.6% | +2.6% | +2.5% |
| 30D | -6.9% | +7.9% | -14.9% | -12.1% |
| 3M | -19.6% | +3.1% | -22.7% | -21.6% |
| 6M | -0.5% | +17.2% | -17.7% | -12.1% |
| YTD | -6.6% | +34.7% | -41.4% | -25.8% |
| 1Y | -3.0% | +56.9% | -59.9% | -31.4% |
| 3Y | +97.3% | +134.7% | -37.4% | -0.2% |
| 5Y | +21.9% | +104.8% | -82.9% | -31.1% |
| All | +21.9% | +105.4% | -83.5% | -31.1% |
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