+2,574.9%
SO vs TD
+8,077.8%
-5,502.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | +4.9% | +5.0% | 0.0% | +3.9% |
| 3M | +0.8% | +1.1% | -0.3% | +0.4% |
| 6M | +0.6% | +16.5% | -15.9% | -2.6% |
| YTD | +8.7% | +34.3% | -25.6% | +2.1% |
| 1Y | +4.0% | +52.9% | -48.9% | -4.8% |
| 3Y | +50.6% | +132.2% | -81.6% | +26.0% |
| 5Y | +77.5% | +101.9% | -24.4% | +51.8% |
| 10Y | +192.0% | +302.0% | -110.0% | +116.8% |
| All | +2,574.9% | +8,077.8% | -5,502.9% | +1,240.5% |
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 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