-34.4%
BAX vs TD
+302.8%
-337.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -0.6% | -3.1% | +2.5% | +0.7% |
| 30D | +6.3% | +6.7% | -0.4% | +3.5% |
| 3M | -4.6% | +3.1% | -7.7% | -6.0% |
| 6M | +50.4% | +17.6% | +32.8% | +40.0% |
| YTD | +38.0% | +34.8% | +3.2% | +21.6% |
| 1Y | +44.6% | +55.6% | -11.0% | +20.1% |
| 3Y | -15.1% | +133.1% | -148.3% | -40.4% |
| 5Y | -63.3% | +104.7% | -168.0% | -73.2% |
| 10Y | -34.4% | +303.6% | -337.9% | -57.8% |
| All | -34.4% | +302.8% | -337.1% | -57.8% |
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