+99.6%
STM vs TD
+64.8%
+34.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +3.4% |
| 7D | +5.8% | +0.3% | +5.5% | +5.3% |
| 30D | -1.0% | +0.4% | -1.4% | -1.4% |
| 3M | -33.3% | +7.6% | -40.9% | -38.1% |
| 6M | +57.4% | +25.0% | +32.4% | +26.2% |
| YTD | +102.2% | +31.0% | +71.2% | +57.4% |
| 1Y | +99.6% | +65.2% | +34.4% | +43.8% |
| All | +99.6% | +64.8% | +34.8% | +43.8% |
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