+103.7%
TD vs SBAC
-40.1%
+143.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -0.7% | +3.6% | -4.3% | -1.3% |
| 30D | +7.6% | +4.9% | +2.7% | +6.7% |
| 3M | +3.0% | +6.5% | -3.4% | +1.8% |
| 6M | +16.8% | -11.1% | +28.0% | +18.8% |
| YTD | +34.3% | +0.9% | +33.4% | +32.8% |
| 1Y | +56.0% | -1.6% | +57.5% | +54.9% |
| 3Y | +132.4% | -7.0% | +139.3% | +130.4% |
| 5Y | +103.7% | -39.2% | +142.9% | +115.3% |
| All | +103.7% | -40.1% | +143.7% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling