+294.5%
TD vs SM
+18.2%
+276.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.9% |
| 7D | +0.6% | +10.6% | -10.0% | -0.5% |
| 30D | +5.0% | -15.0% | +19.9% | +6.4% |
| 3M | +1.1% | +1.7% | -0.6% | +0.4% |
| 6M | +16.5% | +5.9% | +10.6% | +14.5% |
| YTD | +34.3% | +79.0% | -44.7% | +23.5% |
| 1Y | +52.9% | +84.7% | -31.8% | +40.0% |
| 3Y | +132.2% | -3.5% | +135.7% | +123.4% |
| 5Y | +101.9% | +4.9% | +96.9% | +87.1% |
| All | +294.5% | +18.2% | +276.4% | +159.7% |
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