+77.3%
SO vs TD
+105.4%
-28.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +8.6% | +7.9% | +0.6% | +6.8% |
| 3M | +1.8% | +3.1% | -1.3% | +1.0% |
| 6M | +3.6% | +17.2% | -13.6% | -0.2% |
| YTD | +9.9% | +34.7% | -24.8% | +2.4% |
| 1Y | +5.7% | +56.9% | -51.2% | -5.2% |
| 3Y | +52.5% | +134.7% | -82.2% | +22.1% |
| 5Y | +77.3% | +104.8% | -27.5% | +45.1% |
| All | +77.3% | +105.4% | -28.1% | +45.1% |
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