+27.1%
SW vs TD
+54.9%
-27.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.6% |
| 7D | +2.3% | -1.7% | +4.0% | +3.5% |
| 30D | +6.8% | +8.2% | -1.5% | +0.7% |
| 3M | -5.2% | +1.7% | -6.9% | -6.8% |
| 6M | +7.4% | +14.2% | -6.8% | -4.0% |
| YTD | +17.4% | +32.8% | -15.4% | -6.8% |
| 1Y | +27.1% | +55.5% | -28.4% | +0.5% |
| All | +27.1% | +54.9% | -27.8% | +0.5% |
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 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