+8,128.2%
TD vs BWA
+1,623.5%
+6,504.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| 3M | +1.2% | -24.8% | +26.0% | +9.8% |
| 6M | +17.7% | -23.5% | +41.3% | +26.3% |
| YTD | +34.2% | +13.8% | +20.4% | +25.4% |
| 1Y | +55.4% | +13.4% | +42.0% | +45.2% |
| 3Y | +130.4% | +62.8% | +67.6% | +87.9% |
| 5Y | +101.8% | +28.5% | +73.3% | +72.6% |
| 10Y | +301.9% | +95.4% | +206.5% | +183.0% |
| All | +8,128.2% | +1,623.5% | +6,504.7% | +2,572.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling