+33.2%
BN vs TD
+123.1%
-89.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -0.9% |
| 7D | -3.0% | -1.9% | -1.1% | -1.3% |
| 30D | -13.0% | -1.6% | -11.4% | -11.9% |
| 3M | -15.2% | +4.6% | -19.8% | -19.0% |
| 6M | -5.9% | +26.8% | -32.7% | -24.2% |
| YTD | -15.8% | +28.3% | -44.1% | -32.8% |
| 1Y | -12.2% | +60.4% | -72.6% | -42.5% |
| 3Y | +72.2% | +125.7% | -53.5% | -18.1% |
| 5Y | +33.2% | +122.4% | -89.2% | -35.4% |
| All | +33.2% | +123.1% | -89.9% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling