+216.5%
SLV vs TD
+303.5%
-87.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.5% |
| 7D | -5.0% | -2.6% | -2.5% | -4.4% |
| 30D | -1.8% | -1.0% | -0.8% | -1.6% |
| 3M | -0.3% | +5.6% | -5.9% | -1.9% |
| 6M | -28.2% | +27.1% | -55.3% | -32.7% |
| YTD | -10.7% | +29.4% | -40.1% | -16.6% |
| 1Y | +53.7% | +60.7% | -7.0% | +36.3% |
| 3Y | +173.7% | +127.6% | +46.1% | +122.5% |
| 5Y | +161.5% | +125.4% | +36.1% | +112.2% |
| All | +216.5% | +303.5% | -87.1% | +118.9% |
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