-63.2%
SPCH vs TD
+9.8%
-73.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.8% | -10.3% | -8.8% |
| 7D | -13.4% | +1.4% | -14.8% | -13.6% |
| 30D | -39.6% | +10.2% | -49.9% | -41.6% |
| 3M | -1.4% | +8.1% | -9.5% | -1.9% |
| All | -63.2% | +9.8% | -73.0% | -62.3% |
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 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 · Available span rolling