+22.6%
BROS vs TD
+125.0%
-102.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.2% |
| 7D | -6.6% | -1.9% | -4.7% | -5.3% |
| 30D | -12.3% | -1.6% | -10.7% | -11.4% |
| 3M | -22.2% | +4.6% | -26.8% | -25.1% |
| 6M | -14.3% | +26.8% | -41.1% | -28.5% |
| YTD | -26.6% | +28.3% | -54.9% | -39.3% |
| 1Y | -31.5% | +60.4% | -92.0% | -52.1% |
| 3Y | +62.3% | +125.7% | -63.5% | -15.8% |
| All | +22.6% | +125.0% | -102.4% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling