+58.7%
SO vs TD
+123.5%
-64.8%
-23.3%
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% | +1.2% |
| 7D | +1.0% | +0.9% | +0.2% | +0.8% |
| 30D | -3.2% | -0.7% | -2.5% | -3.1% |
| 3M | -1.7% | +6.3% | -8.0% | -3.2% |
| 6M | -7.2% | +27.9% | -35.1% | -12.3% |
| YTD | +4.6% | +29.8% | -25.2% | -1.7% |
| 1Y | +1.2% | +63.7% | -62.4% | -10.1% |
| 3Y | +45.3% | +128.3% | -83.1% | +17.6% |
| 5Y | +58.7% | +125.5% | -66.8% | +30.5% |
| All | +58.7% | +123.5% | -64.8% | +30.5% |
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 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