+9.8%
BAX vs TD
+64.8%
-55.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.8% |
| 7D | -1.1% | +0.3% | -1.5% | -1.4% |
| 30D | -5.5% | +0.4% | -5.8% | -6.0% |
| 3M | +33.5% | +7.6% | +25.9% | +24.4% |
| 6M | +35.9% | +25.0% | +10.9% | +11.0% |
| YTD | +35.4% | +31.0% | +4.3% | +8.3% |
| 1Y | +9.8% | +65.2% | -55.4% | -18.5% |
| All | +9.8% | +64.8% | -55.0% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling