+290.2%
BN vs TD
+300.0%
-9.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.0% | +1.1% | -2.1% | -1.9% |
| 30D | +14.0% | +5.2% | +8.8% | +8.9% |
| 3M | -9.0% | +1.2% | -10.2% | -10.2% |
| 6M | -8.8% | +17.7% | -26.6% | -21.9% |
| YTD | -10.3% | +34.2% | -44.5% | -31.8% |
| 1Y | -5.8% | +55.4% | -61.2% | -37.5% |
| 3Y | +94.8% | +130.4% | -35.6% | -11.0% |
| 5Y | +31.5% | +101.8% | -70.3% | -32.0% |
| All | +290.2% | +300.0% | -9.8% | +14.6% |
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