+1,198.7%
STM vs TD
+7,879.0%
-6,680.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +2.9% |
| 7D | +5.8% | +0.3% | +5.5% | +5.5% |
| 30D | -1.0% | +0.4% | -1.4% | -1.2% |
| 3M | -33.3% | +7.6% | -40.9% | -36.6% |
| 6M | +57.4% | +25.0% | +32.4% | +34.6% |
| YTD | +102.2% | +31.0% | +71.2% | +66.8% |
| 1Y | +99.6% | +65.2% | +34.4% | +38.6% |
| 3Y | +14.5% | +122.5% | -108.0% | -36.7% |
| 5Y | +21.4% | +124.8% | -103.4% | -33.4% |
| 10Y | +695.0% | +298.2% | +396.7% | +191.4% |
| All | +1,198.7% | +7,879.0% | -6,680.3% | -9.8% |
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 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