-71.0%
SMR vs TD
+59.8%
-130.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -7.0% |
| 7D | +4.7% | -2.6% | +7.3% | +9.4% |
| 30D | +3.2% | -1.0% | +4.2% | +4.0% |
| 3M | +9.9% | +5.6% | +4.3% | -5.1% |
| 6M | -15.1% | +27.1% | -42.2% | -49.4% |
| YTD | -27.9% | +29.4% | -57.3% | -58.9% |
| All | -71.0% | +59.8% | -130.8% | -89.5% |
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