+303.8%
TD vs SNY
+64.5%
+239.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.5% | -3.3% | +2.8% | +0.4% |
| 30D | -1.9% | -2.2% | +0.3% | -1.4% |
| 3M | +4.8% | -3.0% | +7.8% | +5.4% |
| 6M | +28.0% | +2.7% | +25.2% | +26.5% |
| YTD | +30.3% | -6.8% | +37.1% | +32.2% |
| 1Y | +59.8% | -5.3% | +65.0% | +60.8% |
| 3Y | +124.7% | -9.8% | +134.5% | +123.8% |
| 5Y | +127.0% | +9.7% | +117.3% | +105.3% |
| All | +303.8% | +64.5% | +239.3% | +234.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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