+75.1%
SAP vs TD
+129.3%
-54.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -4.0% |
| 7D | -0.7% | -1.7% | +1.0% | -0.3% |
| 30D | +11.1% | +8.2% | +2.9% | +8.9% |
| 3M | +17.0% | +1.7% | +15.3% | +16.3% |
| 6M | +34.8% | +14.2% | +20.6% | +28.8% |
| YTD | -2.2% | +32.8% | -35.0% | -11.6% |
| 1Y | -6.4% | +55.5% | -61.9% | -20.1% |
| 3Y | +75.1% | +129.6% | -54.5% | +30.7% |
| All | +75.1% | +129.3% | -54.2% | +30.7% |
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