+101.7%
SMR vs TD
+132.8%
-31.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -8.3% | +1.1% | -9.4% | -9.4% |
| 30D | -20.1% | +5.2% | -25.3% | -24.5% |
| 3M | -52.7% | +1.2% | -53.9% | -53.4% |
| 6M | -61.0% | +17.7% | -78.8% | -68.3% |
| YTD | -67.1% | +34.2% | -101.3% | -76.8% |
| 1Y | -79.9% | +55.4% | -135.3% | -87.9% |
| 3Y | +101.7% | +130.4% | -28.7% | -27.0% |
| All | +101.7% | +132.8% | -31.1% | -27.0% |
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