-8.6%
BN vs TD
+64.8%
-73.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.9% |
| 7D | -2.5% | +0.3% | -2.8% | -2.7% |
| 30D | -9.5% | +0.4% | -9.9% | -10.0% |
| 3M | -10.4% | +7.6% | -18.0% | -17.4% |
| 6M | -6.4% | +25.0% | -31.4% | -26.6% |
| YTD | -11.9% | +31.0% | -42.9% | -34.1% |
| 1Y | -8.6% | +65.2% | -73.8% | -47.0% |
| All | -8.6% | +64.8% | -73.4% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling