+75.6%
BN vs TD
+128.4%
-52.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -1.8% |
| 7D | -1.2% | +0.9% | -2.0% | -1.9% |
| 30D | -10.9% | -0.7% | -10.3% | -10.6% |
| 3M | -11.1% | +6.3% | -17.3% | -15.9% |
| 6M | -4.4% | +27.9% | -32.3% | -22.8% |
| YTD | -14.1% | +29.8% | -44.0% | -31.5% |
| 1Y | -11.1% | +63.7% | -74.7% | -41.3% |
| 3Y | +75.6% | +128.3% | -52.8% | -15.5% |
| All | +75.6% | +128.4% | -52.9% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling