+323.8%
SN vs TD
+107.2%
+216.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.6% |
| 7D | +0.1% | +0.9% | -0.7% | -0.5% |
| 30D | -5.6% | -0.7% | -4.9% | -5.2% |
| 3M | +48.1% | +6.3% | +41.8% | +41.6% |
| 6M | +57.6% | +27.9% | +29.7% | +33.2% |
| YTD | +56.5% | +29.8% | +26.7% | +30.8% |
| 1Y | +52.6% | +63.7% | -11.1% | +9.5% |
| 3Y | +412.0% | +128.3% | +283.6% | +195.7% |
| All | +323.8% | +107.2% | +216.6% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling