+303.8%
TD vs BWA
+156.8%
+147.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | -0.5% | -1.3% | +0.8% | -0.2% |
| 30D | -1.9% | -2.9% | +1.0% | -1.1% |
| 3M | +4.8% | -10.7% | +15.5% | +8.0% |
| 6M | +28.0% | +26.5% | +1.5% | +18.1% |
| YTD | +30.3% | +49.1% | -18.8% | +12.5% |
| 1Y | +59.8% | +52.1% | +7.7% | +36.6% |
| 3Y | +124.7% | +72.6% | +52.1% | +79.4% |
| 5Y | +127.0% | +89.4% | +37.6% | +70.4% |
| All | +303.8% | +156.8% | +147.1% | +153.0% |
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