+362.7%
STX vs TD
+59.9%
+302.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.2% |
| 7D | +9.6% | -1.9% | +11.5% | +10.9% |
| 30D | +10.6% | -1.6% | +12.2% | +12.3% |
| 3M | +4.8% | +4.6% | +0.2% | +2.5% |
| 6M | +137.3% | +26.8% | +110.4% | +103.6% |
| YTD | +222.5% | +28.3% | +194.2% | +170.3% |
| All | +362.7% | +59.9% | +302.8% | +208.8% |
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