+113.1%
BHP vs TD
+122.4%
-9.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.2% | -5.9% |
| 7D | -3.7% | -2.6% | -1.2% | -2.0% |
| 30D | -0.8% | -1.0% | +0.2% | -0.5% |
| 3M | +7.6% | +5.6% | +2.0% | +3.0% |
| 6M | +20.8% | +27.1% | -6.3% | +1.4% |
| YTD | +50.8% | +29.4% | +21.4% | +25.0% |
| 1Y | +70.9% | +60.7% | +10.2% | +21.9% |
| 3Y | +78.0% | +127.6% | -49.6% | -2.8% |
| 5Y | +113.1% | +125.4% | -12.3% | +13.0% |
| All | +113.1% | +122.4% | -9.3% | +13.0% |
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