+939.0%
STM vs TD
+7,985.3%
-7,046.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.8% |
| 7D | -10.7% | -1.7% | -9.1% | -9.5% |
| 30D | -25.7% | +8.2% | -34.0% | -29.9% |
| 3M | -21.6% | +1.7% | -23.3% | -22.5% |
| 6M | -27.8% | +14.2% | -42.0% | -34.2% |
| YTD | +61.8% | +32.8% | +29.0% | +32.2% |
| 1Y | +78.1% | +55.5% | +22.6% | +29.4% |
| 3Y | +4.9% | +129.6% | -124.7% | -43.3% |
| 5Y | -14.3% | +102.2% | -116.5% | -49.1% |
| 10Y | +414.1% | +306.3% | +107.8% | +85.8% |
| All | +939.0% | +7,985.3% | -7,046.4% | -28.6% |
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