+398.8%
SN vs TD
+129.3%
+269.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +3.1% |
| 7D | +7.2% | -1.7% | +8.9% | +8.4% |
| 30D | +20.4% | +8.2% | +12.2% | +14.0% |
| 3M | +23.9% | +1.7% | +22.2% | +22.1% |
| 6M | +93.0% | +14.2% | +78.8% | +74.7% |
| YTD | +99.2% | +32.8% | +66.5% | +62.2% |
| 1Y | +142.6% | +55.5% | +87.1% | +77.8% |
| 3Y | +398.8% | +129.6% | +269.2% | +188.2% |
| All | +398.8% | +129.3% | +269.5% | +188.2% |
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