+119.6%
BHP vs TD
+101.4%
+18.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | +1.1% | -1.6% | -1.2% |
| 30D | -4.5% | +5.2% | -9.7% | -7.9% |
| 3M | -6.9% | +1.2% | -8.1% | -8.1% |
| 6M | -10.6% | +17.7% | -28.3% | -20.9% |
| YTD | +37.2% | +34.2% | +3.0% | +10.7% |
| 1Y | +48.0% | +55.4% | -7.4% | +7.9% |
| 3Y | +52.6% | +130.4% | -77.8% | -17.4% |
| All | +119.6% | +101.4% | +18.2% | +30.0% |
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