+511.8%
TD vs BAH
+886.2%
-374.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | +0.3% | -3.2% | +3.6% | +0.9% |
| 30D | +0.4% | +2.0% | -1.6% | -0.1% |
| 3M | +7.6% | -7.6% | +15.3% | +8.8% |
| 6M | +25.0% | -5.7% | +30.7% | +25.2% |
| YTD | +31.0% | -11.7% | +42.7% | +32.2% |
| 1Y | +65.2% | -27.4% | +92.5% | +72.7% |
| 3Y | +122.5% | -32.5% | +155.0% | +128.9% |
| 5Y | +124.8% | -3.3% | +128.1% | +109.7% |
| 10Y | +298.2% | +186.0% | +112.2% | +194.7% |
| All | +511.8% | +886.2% | -374.4% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling