+154.8%
SO vs TD
+303.5%
-148.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -1.1% | -2.6% | +1.4% | -0.2% |
| 30D | -3.7% | -1.0% | -2.7% | -3.5% |
| 3M | -5.9% | +5.6% | -11.5% | -8.0% |
| 6M | -7.3% | +27.1% | -34.4% | -15.5% |
| YTD | +3.1% | +29.4% | -26.3% | -6.7% |
| 1Y | -1.0% | +60.7% | -61.7% | -17.6% |
| 3Y | +43.2% | +127.6% | -84.4% | +2.8% |
| 5Y | +59.1% | +125.4% | -66.3% | +12.0% |
| All | +154.8% | +303.5% | -148.7% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling