+126.9%
TD vs BTG
+78.0%
+48.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.5% | -3.8% | +3.2% | -0.1% |
| 30D | -1.9% | +3.6% | -5.5% | -2.4% |
| 3M | +4.8% | +32.0% | -27.3% | +0.7% |
| 6M | +28.0% | +3.4% | +24.6% | +26.2% |
| YTD | +30.3% | +20.8% | +9.5% | +25.1% |
| 1Y | +59.8% | +22.4% | +37.4% | +51.9% |
| 3Y | +124.7% | +91.7% | +33.0% | +95.2% |
| All | +126.9% | +78.0% | +48.8% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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