+129.6%
TD vs SM
-20.0%
+149.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.6% |
| 7D | -1.7% | -25.9% | +24.2% | -0.9% |
| 30D | +8.2% | -15.1% | +23.4% | +8.6% |
| 3M | +1.7% | +4.9% | -3.2% | +1.1% |
| 6M | +14.2% | +6.1% | +8.1% | +13.1% |
| YTD | +32.8% | +63.4% | -30.7% | +25.6% |
| 1Y | +55.5% | +72.5% | -17.0% | +46.0% |
| 3Y | +129.6% | -16.9% | +146.5% | +118.8% |
| All | +129.6% | -20.0% | +149.7% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling