+103.7%
TD vs BBWI
-67.3%
+170.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -0.7% | -4.2% | +3.5% | -0.2% |
| 30D | +7.6% | +24.9% | -17.2% | +4.8% |
| 3M | +3.0% | +13.2% | -10.2% | +1.1% |
| 6M | +16.8% | +12.1% | +4.7% | +14.4% |
| YTD | +34.3% | +11.1% | +23.3% | +30.8% |
| 1Y | +56.0% | +0.7% | +55.3% | +52.8% |
| 3Y | +132.4% | -23.8% | +156.1% | +127.5% |
| 5Y | +103.7% | -66.9% | +170.6% | +121.2% |
| All | +103.7% | -67.3% | +170.9% | +121.2% |
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