-19.7%
TSCO vs TD
+127.3%
-147.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -5.7% | -0.5% | -5.1% | -5.5% |
| 30D | -8.8% | -1.9% | -6.9% | -8.3% |
| 3M | +6.3% | +4.8% | +1.6% | +4.5% |
| 6M | -32.3% | +28.0% | -60.3% | -37.6% |
| YTD | -32.7% | +30.3% | -63.0% | -38.5% |
| 1Y | -43.7% | +59.8% | -103.5% | -52.1% |
| 3Y | -19.7% | +124.7% | -144.4% | -41.5% |
| All | -19.7% | +127.3% | -147.0% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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