+568.6%
SE vs TD
+193.9%
+374.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -2.9% | -3.3% |
| 7D | -3.6% | -1.9% | -1.7% | -2.4% |
| 30D | -5.3% | -1.6% | -3.7% | -4.4% |
| 3M | +28.1% | +4.6% | +23.5% | +23.9% |
| 6M | +20.7% | +26.8% | -6.2% | +2.4% |
| YTD | -14.8% | +28.3% | -43.1% | -28.3% |
| 1Y | -43.6% | +60.4% | -104.0% | -59.3% |
| 3Y | +184.2% | +125.7% | +58.5% | +57.8% |
| 5Y | -66.3% | +122.4% | -188.7% | -80.2% |
| All | +568.6% | +193.9% | +374.7% | +197.9% |
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