+1,227.8%
BE vs TD
+123.1%
+1,104.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -1.6% |
| 7D | +23.9% | -1.9% | +25.9% | +26.6% |
| 30D | +27.8% | -1.6% | +29.4% | +30.4% |
| 3M | +3.7% | +4.6% | -0.9% | -0.1% |
| 6M | +78.0% | +26.8% | +51.1% | +39.9% |
| YTD | +209.9% | +28.3% | +181.6% | +141.6% |
| 1Y | +389.6% | +60.4% | +329.2% | +206.3% |
| 3Y | +1,730.6% | +125.7% | +1,604.9% | +687.7% |
| 5Y | +1,227.8% | +122.4% | +1,105.5% | +475.9% |
| All | +1,227.8% | +123.1% | +1,104.7% | +475.9% |
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