-34.0%
BROS vs TD
+60.9%
-94.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -12.8% |
| 3M | -32.5% | +4.8% | -37.2% | -35.3% |
| 6M | -14.9% | +28.0% | -42.9% | -31.7% |
| YTD | -28.3% | +30.3% | -58.6% | -42.6% |
| 1Y | -34.0% | +59.8% | -93.8% | -46.2% |
| All | -34.0% | +60.9% | -94.9% | -46.2% |
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 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