+303.8%
TD vs BIDU
-48.7%
+352.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -0.5% | -8.1% | +7.6% | +0.5% |
| 30D | -1.9% | -12.8% | +10.9% | -0.3% |
| 3M | +4.8% | -21.3% | +26.0% | +7.7% |
| 6M | +28.0% | -27.0% | +55.0% | +32.3% |
| YTD | +30.3% | -30.0% | +60.3% | +34.9% |
| 1Y | +59.8% | -18.3% | +78.0% | +61.0% |
| 3Y | +124.7% | -33.8% | +158.5% | +128.6% |
| 5Y | +127.0% | -44.3% | +171.3% | +127.0% |
| All | +303.8% | -48.7% | +352.5% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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