+125.0%
SU vs TD
+127.3%
-2.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +2.2% | -0.5% | +2.8% | +2.4% |
| 30D | +8.4% | -1.9% | +10.3% | +8.9% |
| 3M | +12.1% | +4.8% | +7.3% | +10.2% |
| 6M | +19.7% | +28.0% | -8.3% | +9.4% |
| YTD | +58.4% | +30.3% | +28.1% | +43.4% |
| 1Y | +67.2% | +59.8% | +7.5% | +37.6% |
| 3Y | +125.0% | +124.7% | +0.3% | +50.1% |
| All | +125.0% | +127.3% | -2.3% | +50.1% |
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