+285.2%
BRO vs TD
+306.3%
-21.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -7.3% | -0.5% | -6.8% | -7.1% |
| 30D | -6.9% | -1.9% | -5.0% | -6.2% |
| 3M | +10.7% | +4.8% | +5.9% | +7.8% |
| 6M | -2.7% | +28.0% | -30.7% | -13.7% |
| YTD | -16.3% | +30.3% | -46.6% | -26.6% |
| 1Y | -29.1% | +59.8% | -88.9% | -43.6% |
| 3Y | -7.8% | +124.7% | -132.5% | -38.9% |
| 5Y | +18.7% | +127.0% | -108.2% | -22.8% |
| All | +285.2% | +306.3% | -21.1% | +76.8% |
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