-5.8%
BN vs TD
+52.8%
-58.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.0% | +1.1% | -2.1% | -1.8% |
| 30D | +14.0% | +5.2% | +8.8% | +9.8% |
| 3M | -9.0% | +1.2% | -10.2% | -9.8% |
| 6M | -8.8% | +17.7% | -26.6% | -22.3% |
| YTD | -10.3% | +34.2% | -44.5% | -32.2% |
| 1Y | -5.8% | +55.4% | -61.2% | -32.7% |
| All | -5.8% | +52.8% | -58.6% | -32.7% |
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