+52.9%
TD vs SBAC
-5.3%
+58.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | +0.6% | -3.4% | +3.9% | +0.7% |
| 30D | +5.0% | +2.6% | +2.4% | +4.9% |
| 3M | +1.1% | +2.6% | -1.5% | +0.9% |
| 6M | +16.5% | -11.5% | +28.0% | +17.1% |
| YTD | +34.3% | -1.6% | +35.9% | +35.0% |
| 1Y | +52.9% | -5.1% | +58.0% | +55.6% |
| All | +52.9% | -5.3% | +58.1% | +55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling