+309.7%
SN vs TD
+104.8%
+204.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.5% |
| 7D | -3.4% | -1.9% | -1.5% | -2.1% |
| 30D | -9.1% | -1.6% | -7.5% | -8.1% |
| 3M | +31.8% | +4.6% | +27.2% | +27.4% |
| 6M | +52.0% | +26.8% | +25.2% | +29.3% |
| YTD | +51.3% | +28.3% | +23.0% | +27.5% |
| 1Y | +46.9% | +60.4% | -13.6% | +6.9% |
| 3Y | +394.9% | +125.7% | +269.2% | +188.2% |
| All | +309.7% | +104.8% | +204.8% | +115.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling