+538.3%
BAC vs TD
+7,879.0%
-7,340.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.2% |
| 7D | +1.1% | +0.3% | +0.8% | +0.8% |
| 30D | -0.4% | +0.4% | -0.8% | -1.0% |
| 3M | +16.9% | +7.6% | +9.3% | +8.9% |
| 6M | +26.6% | +25.0% | +1.6% | +2.7% |
| YTD | +15.8% | +31.0% | -15.2% | -10.0% |
| 1Y | +27.2% | +65.2% | -38.0% | -20.2% |
| 3Y | +132.4% | +122.5% | +9.9% | +8.4% |
| 5Y | +72.6% | +124.8% | -52.2% | -20.7% |
| 10Y | +389.7% | +298.2% | +91.5% | +36.8% |
| All | +538.3% | +7,879.0% | -7,340.7% | -61.2% |
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