+125.4%
TD vs BIDU
-45.6%
+171.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -2.6% | -5.2% | +2.7% | -2.1% |
| 30D | -1.0% | -14.5% | +13.5% | +0.4% |
| 3M | +5.6% | -22.9% | +28.5% | +8.1% |
| 6M | +27.1% | -27.8% | +54.9% | +30.4% |
| YTD | +29.4% | -30.7% | +60.1% | +33.0% |
| 1Y | +60.7% | -15.8% | +76.5% | +61.2% |
| 3Y | +127.6% | -33.2% | +160.8% | +130.3% |
| 5Y | +125.4% | -44.8% | +170.2% | +128.5% |
| All | +125.4% | -45.6% | +171.0% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling