+0.2%
SW vs TD
+104.8%
-104.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | -2.6% | -3.1% | +0.5% | -1.2% |
| 30D | +7.2% | +6.7% | +0.5% | +4.0% |
| 3M | -10.5% | +3.1% | -13.6% | -11.9% |
| 6M | +9.9% | +17.6% | -7.8% | +1.9% |
| YTD | +17.2% | +34.8% | -17.6% | +2.4% |
| 1Y | +26.5% | +55.6% | -29.1% | +4.0% |
| 3Y | +47.7% | +133.1% | -85.5% | +2.8% |
| 5Y | +0.2% | +104.7% | -104.5% | -24.8% |
| All | +0.2% | +104.8% | -104.6% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling