+2,387.4%
TD vs BG
+1,181.2%
+1,206.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -1.9% | +0.5% | -2.4% | -2.1% |
| 30D | -1.6% | +10.3% | -11.9% | -4.3% |
| 3M | +4.6% | -1.9% | +6.5% | +4.6% |
| 6M | +26.8% | +5.2% | +21.6% | +23.9% |
| YTD | +28.3% | +41.2% | -12.8% | +15.6% |
| 1Y | +60.4% | +50.5% | +9.9% | +41.3% |
| 3Y | +125.7% | +19.9% | +105.8% | +108.0% |
| 5Y | +122.4% | +86.7% | +35.7% | +77.5% |
| 10Y | +297.1% | +167.5% | +129.6% | +170.7% |
| All | +2,387.4% | +1,181.2% | +1,206.2% | +1,258.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling