+104.8%
TD vs SM
-13.5%
+118.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.7% |
| 7D | -0.6% | -22.3% | +21.6% | +1.5% |
| 30D | +7.9% | -21.4% | +29.3% | +10.0% |
| 3M | +3.1% | +1.4% | +1.8% | +2.3% |
| 6M | +17.2% | +0.1% | +17.1% | +15.7% |
| YTD | +34.7% | +59.0% | -24.2% | +24.2% |
| 1Y | +56.9% | +64.3% | -7.4% | +43.7% |
| 3Y | +134.7% | -13.1% | +147.9% | +127.7% |
| 5Y | +104.8% | -13.9% | +118.7% | +93.6% |
| All | +104.8% | -13.5% | +118.3% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling