+294.5%
TD vs BBWI
-48.2%
+342.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.1% |
| 7D | +0.6% | -4.5% | +5.1% | +1.3% |
| 30D | +5.0% | +17.1% | -12.2% | +2.4% |
| 3M | +1.1% | +17.5% | -16.4% | -1.9% |
| 6M | +16.5% | +12.8% | +3.6% | +13.1% |
| YTD | +34.3% | +8.2% | +26.1% | +30.0% |
| 1Y | +52.9% | -1.8% | +54.7% | +49.0% |
| 3Y | +132.2% | -25.8% | +158.0% | +127.8% |
| 5Y | +101.9% | -68.0% | +169.9% | +121.6% |
| All | +294.5% | -48.2% | +342.7% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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