+40.3%
BP vs TD
+125.8%
-85.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | +5.7% | -2.6% | +8.3% | +6.4% |
| 30D | +8.1% | -1.0% | +9.1% | +8.2% |
| 3M | +8.6% | +5.6% | +3.0% | +6.5% |
| 6M | +18.1% | +27.1% | -9.0% | +8.6% |
| YTD | +37.6% | +29.4% | +8.2% | +25.4% |
| 1Y | +39.4% | +60.7% | -21.3% | +15.6% |
| All | +40.3% | +125.8% | -85.5% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling