+61.2%
BROS vs TD
+125.8%
-64.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.8% |
| 7D | -6.1% | -2.6% | -3.5% | -4.8% |
| 30D | -12.4% | -1.0% | -11.4% | -12.0% |
| 3M | -27.9% | +5.6% | -33.6% | -30.3% |
| 6M | -16.8% | +27.1% | -43.9% | -27.3% |
| YTD | -29.0% | +29.4% | -58.4% | -38.5% |
| 1Y | -33.2% | +60.7% | -93.9% | -47.7% |
| All | +61.2% | +125.8% | -64.5% | +3.2% |
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