+104.1%
TD vs SARO
-22.5%
+126.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.4% |
| 7D | -0.5% | -3.1% | +2.6% | -0.1% |
| 30D | -1.9% | -12.2% | +10.3% | +0.1% |
| 3M | +4.8% | -7.4% | +12.1% | +5.9% |
| 6M | +28.0% | -15.3% | +43.2% | +30.6% |
| YTD | +30.3% | -16.2% | +46.5% | +33.2% |
| 1Y | +59.8% | -12.1% | +71.9% | +62.2% |
| All | +104.1% | -22.5% | +126.5% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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