+182.2%
SAP vs TD
+300.1%
-117.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | -0.3% | +0.9% | -1.1% | -0.7% |
| 30D | +2.6% | -0.7% | +3.2% | +2.8% |
| 3M | +16.3% | +6.3% | +10.0% | +12.0% |
| 6M | +6.4% | +27.9% | -21.5% | -7.4% |
| YTD | -11.4% | +29.8% | -41.2% | -23.7% |
| 1Y | -20.4% | +63.7% | -84.1% | -39.6% |
| 3Y | +56.5% | +128.3% | -71.8% | -2.6% |
| 5Y | +56.8% | +125.5% | -68.7% | -2.6% |
| All | +182.2% | +300.1% | -117.9% | +27.6% |
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