+294.4%
TD vs BWA
+94.2%
+200.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.1% | +4.3% | -3.2% | -0.2% |
| 30D | +5.2% | -13.0% | +18.2% | +9.4% |
| 3M | +1.2% | -24.8% | +26.0% | +9.6% |
| 6M | +17.7% | -23.5% | +41.3% | +26.1% |
| YTD | +34.2% | +13.8% | +20.4% | +24.9% |
| 1Y | +55.4% | +13.4% | +42.0% | +44.6% |
| 3Y | +130.4% | +62.8% | +67.6% | +85.4% |
| 5Y | +101.8% | +28.5% | +73.3% | +70.5% |
| All | +294.4% | +94.2% | +200.2% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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