+297.7%
TD vs SM
+22.6%
+275.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -1.6% | +20.3% | -21.9% | -3.6% |
| 3M | +4.6% | +22.9% | -18.3% | +1.9% |
| 6M | +26.8% | +47.8% | -21.0% | +20.2% |
| YTD | +28.3% | +107.5% | -79.1% | +16.8% |
| 1Y | +60.4% | +51.7% | +8.7% | +50.7% |
| 3Y | +125.7% | -0.9% | +126.6% | +117.5% |
| 5Y | +122.4% | +112.2% | +10.1% | +91.4% |
| All | +297.7% | +22.6% | +275.1% | +162.5% |
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