+11,857.6%
BN vs TD
+8,109.5%
+3,748.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -2.4% | -3.1% | +0.6% | -0.5% |
| 30D | +13.5% | +6.7% | +6.8% | +9.1% |
| 3M | -5.9% | +3.1% | -9.1% | -7.8% |
| 6M | -8.9% | +17.6% | -26.6% | -17.9% |
| YTD | -7.9% | +34.8% | -42.7% | -23.6% |
| 1Y | -8.3% | +55.6% | -63.9% | -30.5% |
| 3Y | +100.8% | +133.1% | -32.3% | +18.0% |
| 5Y | +38.2% | +104.7% | -66.4% | -11.2% |
| 10Y | +302.3% | +303.6% | -1.2% | +77.1% |
| All | +11,857.6% | +8,109.5% | +3,748.1% | +1,987.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling