+333.1%
SLV vs TD
+836.6%
-503.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +6.7% | +0.4% | +6.3% | +6.5% |
| 3M | -10.7% | +7.6% | -18.3% | -12.4% |
| 6M | -20.6% | +25.0% | -45.6% | -25.0% |
| YTD | -7.1% | +31.0% | -38.1% | -13.2% |
| 1Y | +62.0% | +65.2% | -3.2% | +43.1% |
| 3Y | +169.8% | +122.5% | +47.3% | +120.6% |
| 5Y | +161.5% | +124.8% | +36.7% | +111.9% |
| 10Y | +224.4% | +298.2% | -73.8% | +124.3% |
| All | +333.1% | +836.6% | -503.5% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling