+2,318.6%
SAP vs TD
+7,985.3%
-5,666.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -3.8% |
| 7D | -0.7% | -1.7% | +1.0% | +0.2% |
| 30D | +11.1% | +8.2% | +2.9% | +6.1% |
| 3M | +17.0% | +1.7% | +15.3% | +15.5% |
| 6M | +34.8% | +14.2% | +20.6% | +23.6% |
| YTD | -2.2% | +32.8% | -35.0% | -18.3% |
| 1Y | -6.4% | +55.5% | -61.9% | -28.8% |
| 3Y | +75.1% | +129.6% | -54.5% | +4.4% |
| 5Y | +69.8% | +102.2% | -32.4% | +7.8% |
| 10Y | +219.8% | +306.3% | -86.4% | +29.5% |
| All | +2,318.6% | +7,985.3% | -5,666.7% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling