+303.6%
TD vs BAH
+211.3%
+92.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -3.1% | -1.6% | -1.5% | -2.8% |
| 30D | +6.7% | +18.0% | -11.3% | +3.5% |
| 3M | +3.1% | +11.4% | -8.3% | +0.8% |
| 6M | +17.6% | +17.7% | -0.1% | +13.3% |
| YTD | +34.8% | +5.4% | +29.4% | +31.5% |
| 1Y | +55.6% | +2.8% | +52.9% | +52.3% |
| 3Y | +133.1% | -26.7% | +159.8% | +136.5% |
| 5Y | +104.7% | +8.1% | +96.6% | +83.2% |
| 10Y | +303.6% | +202.5% | +101.0% | +193.4% |
| All | +303.6% | +211.3% | +92.2% | +193.4% |
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