+184.2%
STT vs TD
+133.8%
+50.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +0.4% | -3.1% | +3.5% | +2.3% |
| 30D | -0.4% | +6.7% | -7.1% | -4.0% |
| 3M | -6.5% | +3.1% | -9.6% | -8.1% |
| 6M | +17.2% | +17.6% | -0.5% | +6.8% |
| YTD | +38.2% | +34.8% | +3.4% | +16.8% |
| 1Y | +49.3% | +55.6% | -6.3% | +17.2% |
| All | +184.2% | +133.8% | +50.4% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling