+303.6%
TD vs SM
+10.6%
+293.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.2% | -0.2% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | +6.7% | -17.3% | +24.0% | +8.5% |
| 3M | +3.1% | -3.6% | +6.7% | +2.9% |
| 6M | +17.6% | +2.9% | +14.7% | +16.0% |
| YTD | +34.8% | +70.2% | -35.4% | +24.7% |
| 1Y | +55.6% | +66.5% | -10.9% | +44.1% |
| 3Y | +133.1% | -8.2% | +141.3% | +125.5% |
| 5Y | +104.7% | -1.5% | +106.1% | +91.0% |
| 10Y | +303.6% | +11.9% | +291.7% | +167.5% |
| All | +303.6% | +10.6% | +293.0% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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