+741.5%
TD vs BR
+1,281.7%
-540.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -1.9% | -5.0% | +3.1% | +0.2% |
| 30D | -1.6% | -2.5% | +0.9% | -0.8% |
| 3M | +4.6% | +13.5% | -8.9% | -1.8% |
| 6M | +26.8% | -9.4% | +36.2% | +30.2% |
| YTD | +28.3% | -23.3% | +51.6% | +40.8% |
| 1Y | +60.4% | -31.6% | +92.1% | +84.9% |
| 3Y | +125.7% | -5.1% | +130.8% | +120.3% |
| 5Y | +122.4% | +8.2% | +114.2% | +99.7% |
| 10Y | +297.1% | +189.8% | +107.2% | +116.6% |
| All | +741.5% | +1,281.7% | -540.2% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling