-66.9%
BAX vs TD
+123.5%
-190.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.8% | -3.3% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | -9.7% | -0.7% | -9.1% | -9.6% |
| 3M | +29.3% | +6.3% | +23.0% | +25.2% |
| 6M | +40.7% | +27.9% | +12.7% | +25.3% |
| YTD | +30.3% | +29.8% | +0.5% | +15.4% |
| 1Y | +3.4% | +63.7% | -60.3% | -17.1% |
| 3Y | -32.0% | +128.3% | -160.4% | -52.8% |
| 5Y | -66.9% | +125.5% | -192.4% | -76.8% |
| All | -66.9% | +123.5% | -190.4% | -76.8% |
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 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