+122.4%
TD vs SFM
+217.9%
-95.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.9% |
| 7D | -1.9% | -7.2% | +5.3% | -1.5% |
| 30D | -1.6% | -14.3% | +12.7% | -0.8% |
| 3M | +4.6% | -13.7% | +18.3% | +5.4% |
| 6M | +26.8% | -6.0% | +32.8% | +26.7% |
| YTD | +28.3% | -8.2% | +36.6% | +28.3% |
| 1Y | +60.4% | -46.2% | +106.7% | +66.7% |
| 3Y | +125.7% | +83.6% | +42.2% | +109.0% |
| 5Y | +122.4% | +212.7% | -90.3% | +98.4% |
| All | +122.4% | +217.9% | -95.5% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling