+794.8%
TD vs BUD
+201.1%
+593.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +0.4% | -5.7% | +6.1% | +2.6% |
| 3M | +7.6% | +3.1% | +4.5% | +5.9% |
| 6M | +25.0% | +7.9% | +17.1% | +20.4% |
| YTD | +31.0% | +27.3% | +3.7% | +17.8% |
| 1Y | +65.2% | +37.8% | +27.4% | +43.5% |
| 3Y | +122.5% | +49.8% | +72.6% | +82.4% |
| 5Y | +124.8% | +43.8% | +81.0% | +83.9% |
| 10Y | +298.2% | -22.6% | +320.9% | +284.2% |
| All | +794.8% | +201.1% | +593.7% | +331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling