+303.8%
TD vs BG
+166.7%
+137.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | -0.5% | +3.1% | -3.7% | -1.4% |
| 30D | -1.9% | +10.2% | -12.1% | -4.4% |
| 3M | +4.8% | -1.7% | +6.4% | +4.7% |
| 6M | +28.0% | +1.0% | +27.0% | +26.5% |
| YTD | +30.3% | +39.9% | -9.6% | +17.5% |
| 1Y | +59.8% | +53.2% | +6.6% | +39.7% |
| 3Y | +124.7% | +16.3% | +108.4% | +109.4% |
| 5Y | +127.0% | +83.9% | +43.1% | +78.7% |
| All | +303.8% | +166.7% | +137.2% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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