+18.4%
BX vs TD
+125.7%
-107.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +1.9% |
| 7D | -5.6% | -0.5% | -5.1% | -5.1% |
| 30D | -12.2% | -1.9% | -10.3% | -10.9% |
| 3M | +7.4% | +4.8% | +2.6% | +2.4% |
| 6M | +22.2% | +28.0% | -5.8% | -2.9% |
| YTD | -14.0% | +30.3% | -44.3% | -32.8% |
| 1Y | -27.3% | +59.8% | -87.1% | -53.0% |
| 3Y | +24.5% | +124.7% | -100.1% | -42.6% |
| All | +18.4% | +125.7% | -107.2% | -44.2% |
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