+297.1%
TD vs BUD
-24.2%
+321.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.3% |
| 7D | -1.9% | -1.3% | -0.6% | -1.4% |
| 30D | -1.6% | -6.1% | +4.5% | +0.6% |
| 3M | +4.6% | -3.8% | +8.4% | +5.7% |
| 6M | +26.8% | +8.2% | +18.6% | +22.2% |
| YTD | +28.3% | +23.6% | +4.7% | +17.2% |
| 1Y | +60.4% | +33.4% | +27.0% | +41.8% |
| 3Y | +125.7% | +45.3% | +80.4% | +88.3% |
| 5Y | +122.4% | +44.3% | +78.1% | +82.3% |
| 10Y | +297.1% | -22.8% | +319.9% | +235.5% |
| All | +297.1% | -24.2% | +321.3% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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