+668.7%
TD vs BTG
+385.9%
+282.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -1.9% | +2.4% | -4.3% | -2.1% |
| 30D | -1.6% | +9.5% | -11.1% | -2.2% |
| 3M | +4.6% | +38.5% | -33.9% | +2.1% |
| 6M | +26.8% | +5.6% | +21.2% | +25.6% |
| YTD | +28.3% | +23.9% | +4.4% | +25.5% |
| 1Y | +60.4% | +32.1% | +28.3% | +55.8% |
| 3Y | +125.7% | +103.2% | +22.5% | +111.2% |
| 5Y | +122.4% | +79.7% | +42.6% | +108.2% |
| 10Y | +297.1% | +159.1% | +138.0% | +251.8% |
| All | +668.7% | +385.9% | +282.8% | +429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling