+5,916.4%
SU vs TD
+7,781.3%
-1,864.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.7% |
| 7D | +1.7% | -2.6% | +4.2% | +3.4% |
| 30D | +9.6% | -1.0% | +10.6% | +10.1% |
| 3M | +11.7% | +5.6% | +6.1% | +6.9% |
| 6M | +21.9% | +27.1% | -5.2% | +2.5% |
| YTD | +58.6% | +29.4% | +29.2% | +31.3% |
| 1Y | +66.5% | +60.7% | +5.8% | +19.0% |
| 3Y | +121.4% | +127.6% | -6.2% | +23.3% |
| 5Y | +355.7% | +125.4% | +230.3% | +157.5% |
| 10Y | +264.2% | +300.4% | -36.2% | +51.8% |
| All | +5,916.4% | +7,781.3% | -1,864.9% | +990.2% |
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 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