+319.5%
SN vs TD
+109.1%
+210.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +33.2% |
| 6M | +50.9% | +25.0% | +26.0% | +29.3% |
| YTD | +54.9% | +31.0% | +23.9% | +28.7% |
| 1Y | +43.0% | +65.2% | -22.2% | +2.1% |
| 3Y | +391.8% | +122.5% | +269.3% | +176.1% |
| All | +319.5% | +109.1% | +210.4% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling