+16,011.1%
STX vs TD
+2,731.0%
+13,280.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +7.2% |
| 7D | +2.4% | +0.3% | +2.0% | +2.0% |
| 30D | +1.4% | +0.4% | +1.0% | +1.3% |
| 3M | -8.2% | +7.6% | -15.9% | -12.2% |
| 6M | +127.0% | +25.0% | +102.0% | +97.0% |
| YTD | +209.1% | +31.0% | +178.1% | +159.3% |
| 1Y | +365.4% | +65.2% | +300.2% | +236.0% |
| 3Y | +1,135.4% | +122.5% | +1,012.9% | +622.8% |
| 5Y | +991.5% | +124.8% | +866.7% | +533.0% |
| 10Y | +3,695.8% | +298.2% | +3,397.6% | +1,375.4% |
| All | +16,011.1% | +2,731.0% | +13,280.1% | +1,996.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling