+117.9%
BTSG vs TD
+61.0%
+56.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.9% |
| 7D | +17.4% | +1.4% | +16.0% | +16.7% |
| 30D | +12.6% | +10.2% | +2.3% | +8.0% |
| 3M | +11.2% | +8.1% | +3.1% | +7.4% |
| 6M | +30.4% | +22.3% | +8.1% | +16.3% |
| YTD | +86.4% | +39.0% | +47.3% | +50.3% |
| 1Y | +117.9% | +62.6% | +55.3% | +58.3% |
| All | +117.9% | +61.0% | +56.9% | +58.3% |
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