+132.4%
TD vs SBAC
-7.1%
+139.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -0.7% | +3.6% | -4.3% | -1.0% |
| 30D | +7.6% | +4.9% | +2.7% | +7.1% |
| 3M | +3.0% | +6.5% | -3.4% | +2.3% |
| 6M | +16.8% | -11.1% | +28.0% | +18.2% |
| YTD | +34.3% | +0.9% | +33.4% | +33.6% |
| 1Y | +56.0% | -1.6% | +57.5% | +55.7% |
| 3Y | +132.4% | -7.0% | +139.3% | +138.6% |
| All | +132.4% | -7.1% | +139.5% | +138.6% |
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 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