+141.1%
BP vs TD
+123.1%
+18.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.4% |
| 7D | +4.0% | -1.9% | +5.9% | +5.0% |
| 30D | +7.8% | -1.6% | +9.4% | +8.4% |
| 3M | +8.4% | +4.6% | +3.8% | +4.9% |
| 6M | +15.1% | +26.8% | -11.8% | -1.1% |
| YTD | +36.4% | +28.3% | +8.1% | +16.1% |
| 1Y | +40.9% | +60.4% | -19.5% | +3.5% |
| 3Y | +38.8% | +125.7% | -86.9% | -21.2% |
| 5Y | +141.1% | +122.4% | +18.7% | +34.1% |
| All | +141.1% | +123.1% | +18.0% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling