+2,065.1%
BNY vs TD
+7,835.7%
-5,770.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.5% |
| 7D | -1.3% | -0.5% | -0.8% | -0.9% |
| 30D | -0.2% | -1.9% | +1.7% | +1.2% |
| 3M | +14.9% | +4.8% | +10.2% | +10.9% |
| 6M | +40.0% | +28.0% | +12.0% | +16.2% |
| YTD | +42.0% | +30.3% | +11.7% | +16.3% |
| 1Y | +56.9% | +59.8% | -2.9% | +10.4% |
| 3Y | +289.9% | +124.7% | +165.2% | +108.3% |
| 5Y | +259.2% | +127.0% | +132.2% | +89.9% |
| 10Y | +413.3% | +303.2% | +110.1% | +74.8% |
| All | +2,065.1% | +7,835.7% | -5,770.7% | +43.0% |
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