+950.6%
BX vs TD
+648.9%
+301.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.7% |
| 7D | -2.0% | +0.9% | -2.8% | -2.8% |
| 30D | -2.3% | -0.7% | -1.7% | -2.0% |
| 3M | +18.5% | +6.3% | +12.3% | +11.2% |
| 6M | +23.7% | +27.9% | -4.2% | -3.0% |
| YTD | -10.4% | +29.8% | -40.2% | -30.7% |
| 1Y | -19.6% | +63.7% | -83.2% | -50.4% |
| 3Y | +30.8% | +128.3% | -97.5% | -42.5% |
| 5Y | +24.3% | +125.5% | -101.2% | -44.3% |
| 10Y | +679.5% | +296.7% | +382.8% | +89.4% |
| All | +950.6% | +648.9% | +301.7% | +13.8% |
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