+264.3%
STT vs TD
+306.3%
-42.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.5% |
| 7D | -0.4% | -0.5% | +0.1% | 0.0% |
| 30D | +1.7% | -1.9% | +3.6% | +3.5% |
| 3M | +17.9% | +4.8% | +13.2% | +12.7% |
| 6M | +55.3% | +28.0% | +27.3% | +22.8% |
| YTD | +52.7% | +30.3% | +22.4% | +18.7% |
| 1Y | +75.7% | +59.8% | +15.9% | +12.7% |
| 3Y | +197.9% | +124.7% | +73.2% | +34.1% |
| 5Y | +158.8% | +127.0% | +31.8% | +14.8% |
| All | +264.3% | +306.3% | -42.0% | +1.1% |
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 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