+297.1%
TD vs BAH
+186.6%
+110.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -1.9% | -1.3% | -0.6% | -1.7% |
| 30D | -1.6% | -6.6% | +5.0% | -0.5% |
| 3M | +4.6% | -7.2% | +11.8% | +5.6% |
| 6M | +26.8% | -10.0% | +36.8% | +28.3% |
| YTD | +28.3% | -12.5% | +40.8% | +29.7% |
| 1Y | +60.4% | -27.9% | +88.4% | +68.3% |
| 3Y | +125.7% | -31.4% | +157.1% | +129.1% |
| 5Y | +122.4% | -3.2% | +125.6% | +101.7% |
| 10Y | +297.1% | +191.5% | +105.6% | +197.7% |
| All | +297.1% | +186.6% | +110.4% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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