+1,013.2%
STM vs TD
+8,082.4%
-7,069.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -7.9% | -0.7% | -7.2% | -7.3% |
| 30D | -14.1% | +7.6% | -21.8% | -18.6% |
| 3M | -17.6% | +3.0% | -20.6% | -19.3% |
| 6M | -24.2% | +16.8% | -41.1% | -32.1% |
| YTD | +73.3% | +34.3% | +39.0% | +40.5% |
| 1Y | +90.1% | +56.0% | +34.1% | +37.9% |
| 3Y | +10.3% | +132.4% | -122.0% | -40.9% |
| 5Y | -5.7% | +103.7% | -109.4% | -44.3% |
| 10Y | +444.1% | +299.2% | +144.9% | +99.1% |
| All | +1,013.2% | +8,082.4% | -7,069.3% | -24.1% |
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