+6,572.3%
BBY vs TD
+7,715.7%
-1,143.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -0.8% |
| 7D | +1.2% | -1.9% | +3.1% | +2.3% |
| 30D | +6.8% | -1.6% | +8.4% | +7.5% |
| 3M | +18.7% | +4.6% | +14.1% | +15.1% |
| 6M | +37.3% | +26.8% | +10.5% | +19.0% |
| YTD | +35.3% | +28.3% | +7.0% | +16.3% |
| 1Y | +20.7% | +60.4% | -39.8% | -9.0% |
| 3Y | +39.4% | +125.7% | -86.3% | -14.2% |
| 5Y | -1.5% | +122.4% | -123.8% | -39.6% |
| 10Y | +239.8% | +297.1% | -57.3% | +48.9% |
| All | +6,572.3% | +7,715.7% | -1,143.4% | +695.2% |
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