+316.6%
BAX vs TD
+7,879.0%
-7,562.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | -1.1% | +0.3% | -1.5% | -1.2% |
| 30D | -5.5% | +0.4% | -5.8% | -5.7% |
| 3M | +33.5% | +7.6% | +25.9% | +30.6% |
| 6M | +35.9% | +25.0% | +10.9% | +27.6% |
| YTD | +35.4% | +31.0% | +4.3% | +25.5% |
| 1Y | +9.8% | +65.2% | -55.4% | -4.7% |
| 3Y | -32.7% | +122.5% | -155.2% | -46.4% |
| 5Y | -65.6% | +124.8% | -190.4% | -72.8% |
| 10Y | -34.9% | +298.2% | -333.1% | -56.3% |
| All | +316.6% | +7,879.0% | -7,562.4% | +28.4% |
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