+19.6%
SW vs TD
+123.2%
-103.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +2.0% |
| 7D | -5.1% | +0.3% | -5.4% | -5.3% |
| 30D | -4.6% | +0.4% | -5.0% | -4.9% |
| 3M | +9.4% | +7.6% | +1.7% | +5.2% |
| 6M | +3.5% | +25.0% | -21.5% | -7.5% |
| YTD | +22.0% | +31.0% | -9.0% | +6.7% |
| 1Y | +2.2% | +65.2% | -63.0% | -18.9% |
| All | +19.6% | +123.2% | -103.6% | -16.9% |
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