-85.6%
SMR vs TD
+61.0%
-146.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.2% | -8.5% |
| 7D | -9.5% | +1.4% | -10.9% | -11.4% |
| 30D | -33.2% | +10.2% | -43.4% | -42.7% |
| 3M | -45.9% | +8.1% | -54.1% | -53.0% |
| 6M | -57.9% | +22.3% | -80.2% | -72.0% |
| YTD | -63.8% | +39.0% | -102.8% | -81.1% |
| 1Y | -85.6% | +62.6% | -148.2% | -95.8% |
| All | -85.6% | +61.0% | -146.6% | -95.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling