+423.6%
SN vs TD
+128.3%
+295.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.1% |
| 7D | -9.3% | +0.3% | -9.6% | -9.5% |
| 30D | -4.8% | +0.4% | -5.2% | -5.1% |
| 3M | +40.4% | +7.6% | +32.8% | +32.7% |
| 6M | +50.9% | +25.0% | +26.0% | +28.0% |
| YTD | +54.9% | +31.0% | +23.9% | +27.1% |
| 1Y | +43.0% | +65.2% | -22.2% | -0.4% |
| All | +423.6% | +128.3% | +295.3% | +187.6% |
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 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