+661.1%
BX vs TD
+306.3%
+354.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +1.9% |
| 7D | -5.6% | -0.5% | -5.1% | -5.2% |
| 30D | -12.2% | -1.9% | -10.3% | -11.0% |
| 3M | +7.4% | +4.8% | +2.6% | +2.8% |
| 6M | +22.2% | +28.0% | -5.8% | -1.4% |
| YTD | -14.0% | +30.3% | -44.3% | -31.7% |
| 1Y | -27.3% | +59.8% | -87.1% | -51.5% |
| 3Y | +24.5% | +124.7% | -100.1% | -38.7% |
| 5Y | +18.9% | +127.0% | -108.1% | -40.9% |
| All | +661.1% | +306.3% | +354.8% | +122.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling