+301.1%
TD vs SFM
+268.6%
+32.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +0.9% |
| 7D | -2.6% | -8.8% | +6.2% | -1.8% |
| 30D | -1.0% | -14.5% | +13.4% | +0.3% |
| 3M | +5.6% | -16.8% | +22.5% | +7.1% |
| 6M | +27.1% | -5.3% | +32.4% | +26.9% |
| YTD | +29.4% | -9.4% | +38.8% | +29.6% |
| 1Y | +60.7% | -46.2% | +106.8% | +68.7% |
| 3Y | +127.6% | +81.3% | +46.3% | +106.6% |
| 5Y | +125.4% | +211.9% | -86.5% | +88.8% |
| All | +301.1% | +268.6% | +32.5% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling