+8,162.8%
TD vs BBWI
+943.3%
+7,219.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -3.1% | -7.7% | +4.7% | -1.4% |
| 30D | +6.7% | +24.8% | -18.1% | +1.6% |
| 3M | +3.1% | +16.2% | -13.1% | -1.1% |
| 6M | +17.6% | +15.8% | +1.8% | +12.1% |
| YTD | +34.8% | +11.4% | +23.4% | +27.8% |
| 1Y | +55.6% | +3.2% | +52.4% | +48.1% |
| 3Y | +133.1% | -23.5% | +156.6% | +124.4% |
| 5Y | +104.7% | -67.4% | +172.1% | +129.0% |
| 10Y | +303.6% | -46.0% | +349.5% | +234.2% |
| All | +8,162.8% | +943.3% | +7,219.5% | +2,039.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling