+125.5%
TD vs BAH
-2.8%
+128.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +0.9% | -4.3% | +5.2% | +1.3% |
| 30D | -0.7% | -4.5% | +3.8% | -0.3% |
| 3M | +6.3% | -7.6% | +13.9% | +7.0% |
| 6M | +27.9% | -10.6% | +38.5% | +29.0% |
| YTD | +29.8% | -12.6% | +42.4% | +30.7% |
| 1Y | +63.7% | -27.0% | +90.6% | +68.3% |
| 3Y | +128.3% | -31.5% | +159.8% | +126.7% |
| 5Y | +125.5% | -3.8% | +129.3% | +112.4% |
| All | +125.5% | -2.8% | +128.3% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling