+185.2%
SITM vs TD
+125.7%
+59.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.9% | +4.8% |
| 7D | +3.9% | -0.5% | +4.4% | +4.6% |
| 30D | -6.6% | -1.9% | -4.7% | -4.2% |
| 3M | -11.9% | +4.8% | -16.6% | -15.8% |
| 6M | +81.1% | +28.0% | +53.1% | +39.9% |
| YTD | +80.0% | +30.3% | +49.7% | +35.5% |
| 1Y | +145.8% | +59.8% | +86.1% | +47.6% |
| 3Y | +475.9% | +124.7% | +351.2% | +132.1% |
| All | +185.2% | +125.7% | +59.6% | +34.8% |
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