-1.0%
SO vs TD
+61.3%
-62.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -1.1% | -2.6% | +1.4% | -1.1% |
| 30D | -3.7% | -1.0% | -2.7% | -3.7% |
| 3M | -5.9% | +5.6% | -11.5% | -6.3% |
| 6M | -7.3% | +27.1% | -34.4% | -8.0% |
| YTD | +3.1% | +29.4% | -26.3% | +2.3% |
| 1Y | -1.0% | +60.7% | -61.7% | -2.5% |
| All | -1.0% | +61.3% | -62.3% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling