+2,733.5%
TD vs SBAC
+2,222.3%
+511.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | +5.2% | +5.5% | -0.3% | +4.5% |
| 3M | +1.2% | +3.1% | -1.9% | +0.8% |
| 6M | +17.7% | -7.0% | +24.8% | +18.3% |
| YTD | +34.2% | +0.5% | +33.7% | +33.1% |
| 1Y | +55.4% | +0.2% | +55.2% | +54.2% |
| 3Y | +130.4% | -7.4% | +137.7% | +129.2% |
| 5Y | +101.8% | -39.7% | +141.5% | +109.5% |
| 10Y | +301.9% | +112.5% | +189.3% | +260.6% |
| All | +2,733.5% | +2,222.3% | +511.2% | +1,749.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling