+7,930.8%
TD vs BWA
+2,187.4%
+5,743.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.1% | -2.2% |
| 7D | +0.3% | +5.7% | -5.3% | -1.4% |
| 30D | +0.4% | +1.4% | -1.0% | -0.2% |
| 3M | +7.6% | -12.1% | +19.7% | +11.3% |
| 6M | +25.0% | +28.6% | -3.6% | +14.7% |
| YTD | +31.0% | +51.1% | -20.1% | +12.9% |
| 1Y | +65.2% | +55.9% | +9.3% | +40.5% |
| 3Y | +122.5% | +70.1% | +52.4% | +79.2% |
| 5Y | +124.8% | +90.7% | +34.1% | +70.8% |
| 10Y | +298.2% | +154.0% | +144.3% | +159.5% |
| All | +7,930.8% | +2,187.4% | +5,743.4% | +2,304.4% |
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