-10.7%
BDX vs TD
+125.8%
-136.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | -5.4% | -2.6% | -2.8% | -4.7% |
| 30D | -2.2% | -1.0% | -1.2% | -2.0% |
| 3M | +20.1% | +5.6% | +14.5% | +17.8% |
| 6M | +9.1% | +27.1% | -18.0% | +0.8% |
| YTD | +17.9% | +29.4% | -11.5% | +8.3% |
| 1Y | +22.1% | +60.7% | -38.6% | +4.9% |
| All | -10.7% | +125.8% | -136.5% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling