+256.9%
BN vs TD
+303.5%
-46.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -2.0% |
| 7D | -5.9% | -2.6% | -3.3% | -3.6% |
| 30D | -15.1% | -1.0% | -14.1% | -14.4% |
| 3M | -14.6% | +5.6% | -20.2% | -19.2% |
| 6M | -8.4% | +27.1% | -35.5% | -26.8% |
| YTD | -16.8% | +29.4% | -46.2% | -34.6% |
| 1Y | -14.4% | +60.7% | -75.1% | -44.8% |
| 3Y | +70.1% | +127.6% | -57.5% | -21.2% |
| 5Y | +33.5% | +125.4% | -91.9% | -37.8% |
| All | +256.9% | +303.5% | -46.6% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling