+7.5%
SMR vs TD
+76.9%
-69.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.2% |
| 7D | +13.1% | -1.9% | +15.0% | +15.1% |
| 30D | +17.8% | -1.6% | +19.4% | +19.3% |
| 3M | +8.1% | +4.6% | +3.5% | +3.0% |
| 6M | -11.1% | +26.8% | -37.9% | -28.9% |
| YTD | -23.7% | +28.3% | -52.0% | -39.4% |
| 1Y | -69.4% | +60.4% | -129.9% | -80.0% |
| 3Y | +82.6% | +125.7% | -43.1% | -10.8% |
| All | +7.5% | +76.9% | -69.4% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling