+185.4%
SW vs TD
+304.5%
-119.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | +0.1% |
| 7D | +4.7% | -3.2% | +7.9% | +6.0% |
| 30D | +5.0% | +4.9% | +0.1% | +3.0% |
| 3M | -7.3% | +2.3% | -9.6% | -8.3% |
| 6M | +15.0% | +17.8% | -2.8% | +8.0% |
| YTD | +18.5% | +33.5% | -15.0% | +6.2% |
| 1Y | +27.1% | +55.9% | -28.8% | +7.6% |
| 3Y | +49.3% | +131.5% | -82.2% | +9.1% |
| 5Y | -1.6% | +103.3% | -105.0% | -25.4% |
| All | +185.4% | +304.5% | -119.1% | +77.1% |
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 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