+125.5%
TD vs BBWI
-66.8%
+192.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.5% |
| 7D | +0.9% | +1.6% | -0.7% | +0.7% |
| 30D | -0.7% | -6.2% | +5.6% | -0.1% |
| 3M | +6.3% | +4.3% | +1.9% | +5.2% |
| 6M | +27.9% | -7.2% | +35.1% | +27.9% |
| YTD | +29.8% | -3.0% | +32.8% | +28.6% |
| 1Y | +63.7% | -30.8% | +94.4% | +68.4% |
| 3Y | +128.3% | -43.4% | +171.7% | +133.6% |
| 5Y | +125.5% | -66.7% | +192.2% | +142.6% |
| All | +125.5% | -66.8% | +192.3% | +142.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling