+11,339.1%
BN vs TD
+7,879.0%
+3,460.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.6% |
| 7D | -2.5% | +0.3% | -2.8% | -2.7% |
| 30D | -9.5% | +0.4% | -9.9% | -9.8% |
| 3M | -10.4% | +7.6% | -18.0% | -14.6% |
| 6M | -6.4% | +25.0% | -31.4% | -18.6% |
| YTD | -11.9% | +31.0% | -42.9% | -25.6% |
| 1Y | -8.6% | +65.2% | -73.8% | -33.2% |
| 3Y | +77.6% | +122.5% | -44.9% | +7.7% |
| 5Y | +37.0% | +124.8% | -87.8% | -16.7% |
| 10Y | +266.4% | +298.2% | -31.8% | +62.8% |
| All | +11,339.1% | +7,879.0% | +3,460.0% | +1,932.5% |
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 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