+2,128.6%
SAP vs TD
+7,879.0%
-5,750.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.1% |
| 7D | -2.9% | +0.3% | -3.2% | -3.1% |
| 30D | +9.0% | +0.4% | +8.6% | +8.6% |
| 3M | +14.9% | +7.6% | +7.3% | +9.5% |
| 6M | +11.9% | +25.0% | -13.1% | -2.7% |
| YTD | -9.9% | +31.0% | -40.9% | -23.9% |
| 1Y | -19.5% | +65.2% | -84.7% | -40.8% |
| 3Y | +61.8% | +122.5% | -60.7% | -1.7% |
| 5Y | +56.2% | +124.8% | -68.6% | -6.7% |
| 10Y | +180.6% | +298.2% | -117.6% | +15.2% |
| All | +2,128.6% | +7,879.0% | -5,750.4% | +45.6% |
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 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