+303.8%
TD vs BR
+189.7%
+114.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -0.5% | -3.0% | +2.4% | +0.5% |
| 30D | -1.9% | -0.3% | -1.6% | -2.0% |
| 3M | +4.8% | +17.3% | -12.5% | -2.0% |
| 6M | +28.0% | -6.7% | +34.7% | +30.0% |
| YTD | +30.3% | -23.4% | +53.7% | +42.5% |
| 1Y | +59.8% | -32.7% | +92.4% | +84.1% |
| 3Y | +124.7% | -5.9% | +130.6% | +120.0% |
| 5Y | +127.0% | +8.4% | +118.5% | +103.8% |
| All | +303.8% | +189.7% | +114.1% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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