+19.7%
BROS vs TD
+128.4%
-108.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.6% |
| 7D | -5.8% | -0.5% | -5.2% | -5.4% |
| 30D | -14.0% | -1.9% | -12.1% | -12.9% |
| 3M | -32.5% | +4.8% | -37.2% | -35.1% |
| 6M | -14.9% | +28.0% | -42.9% | -29.5% |
| YTD | -28.3% | +30.3% | -58.6% | -41.4% |
| 1Y | -34.0% | +59.8% | -93.8% | -53.7% |
| 3Y | +63.0% | +124.7% | -61.7% | -14.7% |
| All | +19.7% | +128.4% | -108.8% | -15.2% |
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 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