+3,142.6%
TD vs BB
+314.8%
+2,827.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.2% |
| 7D | +1.1% | +1.8% | -0.7% | +0.9% |
| 30D | +5.2% | +8.1% | -2.9% | +4.1% |
| 3M | +1.2% | -1.0% | +2.2% | +0.8% |
| 6M | +17.7% | +45.9% | -28.2% | +11.4% |
| YTD | +34.2% | +134.8% | -100.6% | +20.2% |
| 1Y | +55.4% | +104.6% | -49.2% | +41.0% |
| 3Y | +130.4% | +152.8% | -22.4% | +97.4% |
| 5Y | +101.8% | -17.4% | +119.2% | +89.9% |
| 10Y | +301.9% | +22.4% | +279.4% | +223.0% |
| All | +3,142.6% | +314.8% | +2,827.9% | +1,687.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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