-7.8%
BRO vs TD
+127.3%
-135.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -7.3% | -0.5% | -6.8% | -7.3% |
| 30D | -6.9% | -1.9% | -5.0% | -6.7% |
| 3M | +10.7% | +4.8% | +5.9% | +9.8% |
| 6M | -2.7% | +28.0% | -30.7% | -6.6% |
| YTD | -16.3% | +30.3% | -46.6% | -20.0% |
| 1Y | -29.1% | +59.8% | -88.9% | -34.8% |
| 3Y | -7.8% | +124.7% | -132.5% | -21.2% |
| All | -7.8% | +127.3% | -135.2% | -21.2% |
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