+224.0%
SAP vs TD
+303.3%
-79.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.4% |
| 7D | +1.5% | -0.7% | +2.2% | +1.8% |
| 30D | +8.8% | +7.6% | +1.2% | +4.8% |
| 3M | +12.1% | +3.0% | +9.1% | +10.1% |
| 6M | +34.6% | +16.8% | +17.7% | +23.0% |
| YTD | -2.1% | +34.3% | -36.4% | -17.3% |
| 1Y | -5.5% | +56.0% | -61.5% | -26.4% |
| 3Y | +67.4% | +132.4% | -64.9% | +3.4% |
| 5Y | +74.6% | +103.7% | -29.1% | +15.1% |
| 10Y | +224.0% | +299.2% | -75.1% | +51.2% |
| All | +224.0% | +303.3% | -79.3% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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