+8,037.8%
TD vs SM
+918.8%
+7,119.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.7% |
| 7D | -1.7% | -25.9% | +24.2% | +1.9% |
| 30D | +8.2% | -15.1% | +23.4% | +10.2% |
| 3M | +1.7% | +4.9% | -3.2% | +0.4% |
| 6M | +14.2% | +6.1% | +8.1% | +11.8% |
| YTD | +32.8% | +63.4% | -30.7% | +21.4% |
| 1Y | +55.5% | +72.5% | -17.0% | +40.9% |
| 3Y | +129.6% | -16.9% | +146.5% | +123.2% |
| 5Y | +102.2% | -10.6% | +112.8% | +87.6% |
| 10Y | +306.3% | +11.3% | +295.0% | +167.5% |
| All | +8,037.8% | +918.8% | +7,119.0% | +3,422.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling