+294.4%
TD vs SM
+18.0%
+276.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.1% | +9.4% | -8.3% | +0.1% |
| 30D | +5.2% | -14.4% | +19.6% | +6.6% |
| 3M | +1.2% | +1.6% | -0.3% | +0.5% |
| 6M | +17.7% | +6.3% | +11.4% | +15.7% |
| YTD | +34.2% | +78.8% | -44.6% | +23.5% |
| 1Y | +55.4% | +83.1% | -27.7% | +42.5% |
| 3Y | +130.4% | -5.9% | +136.3% | +122.3% |
| 5Y | +101.8% | +4.8% | +97.0% | +87.1% |
| All | +294.4% | +18.0% | +276.4% | +159.6% |
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