+142.2%
BP vs TD
+300.0%
-157.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | +1.1% | +2.7% | +2.9% |
| 30D | -5.3% | +5.2% | -10.5% | -9.1% |
| 3M | +9.3% | +1.2% | +8.0% | +7.2% |
| 6M | +7.2% | +17.7% | -10.5% | -7.2% |
| YTD | +38.0% | +34.2% | +3.8% | +6.5% |
| 1Y | +33.2% | +55.4% | -22.2% | -9.1% |
| 3Y | +50.3% | +130.4% | -80.1% | -28.2% |
| 5Y | +114.1% | +101.8% | +12.3% | +13.7% |
| All | +142.2% | +300.0% | -157.8% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling