+303.8%
TD vs SBAC
+87.1%
+216.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | -0.5% | -2.1% | +1.6% | -0.1% |
| 30D | -1.9% | +2.0% | -3.9% | -2.4% |
| 3M | +4.8% | -8.3% | +13.1% | +6.4% |
| 6M | +28.0% | +0.3% | +27.7% | +26.5% |
| YTD | +30.3% | -2.2% | +32.5% | +29.2% |
| 1Y | +59.8% | -4.6% | +64.4% | +59.2% |
| 3Y | +124.7% | -8.3% | +133.0% | +122.2% |
| 5Y | +127.0% | -42.8% | +169.8% | +150.1% |
| All | +303.8% | +87.1% | +216.7% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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