+416.1%
BAC vs TD
+8,082.4%
-7,666.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +2.1% | -0.7% | +2.8% | +2.7% |
| 30D | -6.7% | +7.6% | -14.3% | -12.8% |
| 3M | -20.2% | +3.0% | -23.2% | -22.7% |
| 6M | -0.2% | +16.8% | -17.1% | -14.0% |
| YTD | -6.4% | +34.3% | -40.7% | -29.0% |
| 1Y | -3.1% | +56.0% | -59.1% | -36.0% |
| 3Y | +96.7% | +132.4% | -35.6% | -12.0% |
| 5Y | +21.3% | +103.7% | -82.4% | -39.1% |
| 10Y | +237.7% | +299.2% | -61.4% | -6.0% |
| All | +416.1% | +8,082.4% | -7,666.3% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling