-77.1%
SE vs TD
+104.2%
-181.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | 0.0% | -0.7% | +0.7% | +0.7% |
| 30D | -19.4% | +7.6% | -27.0% | -23.9% |
| 3M | -33.1% | +3.0% | -36.1% | -34.9% |
| 6M | -11.4% | +16.8% | -28.3% | -22.7% |
| YTD | -39.8% | +34.3% | -74.1% | -53.2% |
| 1Y | -50.5% | +56.0% | -106.4% | -66.0% |
| 3Y | +68.9% | +132.4% | -63.5% | -22.1% |
| 5Y | -77.1% | +103.7% | -180.7% | -85.7% |
| All | -77.1% | +104.2% | -181.3% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling