+911.5%
BE vs TD
+189.1%
+722.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.7% | +8.8% |
| 7D | +20.0% | +0.3% | +19.7% | +19.5% |
| 30D | +7.9% | +0.4% | +7.5% | +7.7% |
| 3M | -13.2% | +7.6% | -20.9% | -18.7% |
| 6M | +53.5% | +25.0% | +28.5% | +24.1% |
| YTD | +191.0% | +31.0% | +160.0% | +124.7% |
| 1Y | +360.5% | +65.2% | +295.3% | +184.0% |
| 3Y | +1,568.0% | +122.5% | +1,445.5% | +651.1% |
| 5Y | +1,055.2% | +124.8% | +930.4% | +419.4% |
| All | +911.5% | +189.1% | +722.3% | +209.3% |
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