-20.3%
BROS vs TD
+61.0%
-81.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.8% | -0.8% |
| 7D | +2.5% | +1.4% | +1.1% | +1.6% |
| 30D | +15.1% | +10.2% | +4.8% | +8.1% |
| 3M | -31.4% | +8.1% | -39.5% | -35.0% |
| 6M | -22.6% | +22.3% | -44.9% | -35.6% |
| YTD | -28.1% | +39.0% | -67.2% | -47.1% |
| 1Y | -20.3% | +62.6% | -82.9% | -45.7% |
| All | -20.3% | +61.0% | -81.3% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling