+200.7%
STT vs TD
+128.4%
+72.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | +2.2% | +0.9% | +1.3% | +1.7% |
| 30D | +3.9% | -0.7% | +4.5% | +4.3% |
| 3M | +19.2% | +6.3% | +12.9% | +15.1% |
| 6M | +60.4% | +27.9% | +32.5% | +39.1% |
| YTD | +51.5% | +29.8% | +21.6% | +30.5% |
| 1Y | +76.3% | +63.7% | +12.6% | +34.6% |
| 3Y | +200.7% | +128.3% | +72.4% | +88.7% |
| All | +200.7% | +128.4% | +72.3% | +88.7% |
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