-8.4%
STM vs TD
+8.0%
-16.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.0% |
| 7D | +1.4% | -3.1% | +4.5% | +7.0% |
| 30D | -8.4% | +6.7% | -15.0% | -16.9% |
| All | -8.4% | +8.0% | -16.3% | -16.9% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling