+27.0%
BROS vs TD
+129.7%
-102.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.7% |
| 7D | -6.7% | +0.3% | -7.0% | -6.9% |
| 30D | -29.1% | +0.4% | -29.5% | -29.4% |
| 3M | -16.7% | +7.6% | -24.3% | -21.5% |
| 6M | -11.6% | +25.0% | -36.6% | -25.5% |
| YTD | -23.9% | +31.0% | -54.9% | -38.1% |
| 1Y | -34.8% | +65.2% | -100.0% | -55.4% |
| 3Y | +62.1% | +122.5% | -60.4% | -14.3% |
| All | +27.0% | +129.7% | -102.7% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling