+43.0%
SN vs TD
+64.8%
-21.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | 0.0% |
| 7D | -9.3% | +0.3% | -9.6% | -9.5% |
| 30D | -4.8% | +0.4% | -5.2% | -5.2% |
| 3M | +40.4% | +7.6% | +32.8% | +31.5% |
| 6M | +50.9% | +25.0% | +26.0% | +23.1% |
| YTD | +54.9% | +31.0% | +23.9% | +24.2% |
| 1Y | +43.0% | +65.2% | -22.2% | +9.4% |
| All | +43.0% | +64.8% | -21.8% | +9.4% |
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