+139.0%
SN vs TD
+55.9%
+83.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | +7.6% | -0.7% | +8.3% | +8.0% |
| 30D | +22.4% | +7.6% | +14.8% | +16.0% |
| 3M | +21.7% | +3.0% | +18.6% | +18.6% |
| 6M | +102.8% | +16.8% | +86.0% | +74.8% |
| YTD | +102.4% | +34.3% | +68.1% | +53.8% |
| 1Y | +139.0% | +56.0% | +83.0% | +77.8% |
| All | +139.0% | +55.9% | +83.1% | +77.8% |
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