+101.4%
TD vs BAH
+6.1%
+95.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +1.1% | +1.7% | -0.6% | +1.0% |
| 30D | +5.2% | +20.8% | -15.6% | +3.3% |
| 3M | +1.2% | +11.6% | -10.3% | +0.1% |
| 6M | +17.7% | +23.1% | -5.4% | +14.9% |
| YTD | +34.2% | +5.3% | +29.0% | +32.7% |
| 1Y | +55.4% | +6.1% | +49.3% | +53.3% |
| 3Y | +130.4% | -27.5% | +157.9% | +131.1% |
| All | +101.4% | +6.1% | +95.3% | +89.5% |
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