+122.4%
TD vs BWA
+89.5%
+32.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -1.6% | -5.6% | +4.0% | -0.3% |
| 3M | +4.6% | -10.7% | +15.3% | +7.1% |
| 6M | +26.8% | +23.2% | +3.6% | +19.6% |
| YTD | +28.3% | +46.0% | -17.7% | +14.1% |
| 1Y | +60.4% | +51.2% | +9.3% | +40.8% |
| 3Y | +125.7% | +69.6% | +56.2% | +88.1% |
| 5Y | +122.4% | +86.6% | +35.8% | +70.3% |
| All | +122.4% | +89.5% | +32.9% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling