+134.0%
BP vs TD
+303.5%
-169.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.2% |
| 7D | +5.7% | -2.6% | +8.3% | +7.8% |
| 30D | +8.1% | -1.0% | +9.1% | +8.4% |
| 3M | +8.6% | +5.6% | +3.0% | +3.0% |
| 6M | +18.1% | +27.1% | -9.0% | -4.1% |
| YTD | +37.6% | +29.4% | +8.2% | +9.7% |
| 1Y | +39.4% | +60.7% | -21.3% | -7.3% |
| 3Y | +40.1% | +127.6% | -87.5% | -32.6% |
| 5Y | +141.3% | +125.4% | +15.9% | +15.5% |
| All | +134.0% | +303.5% | -169.5% | -29.0% |
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 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