+128.3%
TD vs SBAC
-9.5%
+137.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +0.9% | -0.1% | +0.9% | +0.9% |
| 30D | -0.7% | +3.2% | -3.9% | -1.0% |
| 3M | +6.3% | -5.1% | +11.3% | +6.9% |
| 6M | +27.9% | -2.1% | +30.0% | +27.9% |
| YTD | +29.8% | -0.5% | +30.3% | +29.3% |
| 1Y | +63.7% | +1.1% | +62.5% | +62.4% |
| 3Y | +128.3% | -7.4% | +135.8% | +130.8% |
| All | +128.3% | -9.5% | +137.9% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling