+123.8%
STX vs TD
+61.0%
+62.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.8% | -10.9% | -9.8% |
| 7D | -20.2% | +1.4% | -21.6% | -20.8% |
| 30D | -37.2% | +10.2% | -47.4% | -41.1% |
| 3M | -34.1% | +8.1% | -42.2% | -37.2% |
| 6M | -24.5% | +22.3% | -46.8% | -33.6% |
| YTD | +102.9% | +39.0% | +63.9% | +53.6% |
| 1Y | +123.8% | +62.6% | +61.2% | +32.2% |
| All | +123.8% | +61.0% | +62.8% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling