+3,476.8%
STX vs TD
+303.5%
+3,173.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.2% |
| 7D | +8.0% | -2.6% | +10.5% | +9.7% |
| 30D | +5.1% | -1.0% | +6.1% | +6.0% |
| 3M | +5.8% | +5.6% | +0.1% | +2.3% |
| 6M | +124.9% | +27.1% | +97.9% | +93.1% |
| YTD | +213.9% | +29.4% | +184.5% | +165.4% |
| 1Y | +350.4% | +60.7% | +289.7% | +231.5% |
| 3Y | +1,314.2% | +127.6% | +1,186.6% | +714.8% |
| 5Y | +1,092.8% | +125.4% | +967.4% | +592.9% |
| All | +3,476.8% | +303.5% | +3,173.3% | +1,290.9% |
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