+59.8%
SAP vs TD
+128.3%
-68.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +9.0% | +0.4% | +8.6% | +8.8% |
| 3M | +14.9% | +7.6% | +7.3% | +12.1% |
| 6M | +11.9% | +25.0% | -13.1% | +3.3% |
| YTD | -9.9% | +31.0% | -40.9% | -18.3% |
| 1Y | -19.5% | +65.2% | -84.7% | -32.9% |
| All | +59.8% | +128.3% | -68.6% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling