+1,099.4%
TD vs BIDU
+1,302.3%
-202.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.0% | +0.2% |
| 7D | +0.9% | -2.4% | +3.3% | +1.2% |
| 30D | -0.7% | -15.6% | +15.0% | +1.8% |
| 3M | +6.3% | -22.3% | +28.6% | +10.0% |
| 6M | +27.9% | -22.3% | +50.2% | +31.8% |
| YTD | +29.8% | -29.2% | +59.0% | +35.1% |
| 1Y | +63.7% | -14.8% | +78.5% | +64.2% |
| 3Y | +128.3% | -31.8% | +160.1% | +131.6% |
| 5Y | +125.5% | -43.1% | +168.6% | +123.1% |
| 10Y | +296.7% | -50.6% | +347.3% | +275.4% |
| All | +1,099.4% | +1,302.3% | -202.8% | +585.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling