+72.5%
SMR vs TD
+125.8%
-53.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -6.6% |
| 7D | +4.7% | -2.6% | +7.3% | +8.1% |
| 30D | +3.2% | -1.0% | +4.2% | +4.1% |
| 3M | +9.9% | +5.6% | +4.3% | +1.4% |
| 6M | -15.1% | +27.1% | -42.2% | -37.4% |
| YTD | -27.9% | +29.4% | -57.3% | -47.8% |
| 1Y | -70.2% | +60.7% | -130.9% | -83.2% |
| All | +72.5% | +125.8% | -53.3% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling