+4,789.7%
SITM vs TD
+175.3%
+4,614.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.9% | +4.8% |
| 7D | +3.9% | -0.5% | +4.4% | +4.5% |
| 30D | -6.6% | -1.9% | -4.7% | -4.4% |
| 3M | -11.9% | +4.8% | -16.6% | -15.4% |
| 6M | +81.1% | +28.0% | +53.1% | +43.2% |
| YTD | +80.0% | +30.3% | +49.7% | +39.0% |
| 1Y | +145.8% | +59.8% | +86.1% | +54.4% |
| 3Y | +475.9% | +124.7% | +351.2% | +154.2% |
| 5Y | +189.2% | +127.0% | +62.3% | +30.8% |
| All | +4,789.7% | +175.3% | +4,614.4% | +2,298.3% |
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