+465.1%
STM vs TD
+300.0%
+165.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | +1.1% | +10.9% | +11.0% |
| 30D | -0.4% | +5.2% | -5.6% | -4.4% |
| 3M | -13.2% | +1.2% | -14.4% | -14.0% |
| 6M | -26.1% | +17.7% | -43.8% | -35.3% |
| YTD | +81.2% | +34.2% | +47.0% | +41.6% |
| 1Y | +98.3% | +55.4% | +42.9% | +36.6% |
| 3Y | +16.7% | +130.4% | -113.7% | -43.6% |
| 5Y | -4.8% | +101.8% | -106.6% | -48.5% |
| All | +465.1% | +300.0% | +165.0% | +97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling