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  • STRL vs TD✓SelectedUSD · TDSTRL vs TD performance historyLatest closeAs of-1.40%09/09
Stock and ETF performance explorer

STRL vs TD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,301.3%
TD return
+295.5%
Excess return
+7,005.9%
Maximum drawdown
-59.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioTDExcessAlpha
1D-1.4%-1.1%-0.3%-0.4%
7D+8.2%-1.9%+10.1%+9.9%
30D-6.3%-1.6%-4.7%-5.0%
3M-41.2%+4.6%-45.8%-43.0%
6M+20.4%+26.8%-6.5%+0.1%
YTD+61.7%+28.3%+33.4%+33.2%
1Y+72.7%+60.4%+12.3%+19.1%
3Y+530.9%+125.7%+405.2%+223.2%
5Y+2,125.4%+122.4%+2,003.0%+1,030.2%
10Y+7,301.3%+297.1%+7,004.3%+2,652.9%
All+7,301.3%+295.5%+7,005.9%+2,652.9%

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 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