-10.4%
TSCO vs TD
+125.7%
-136.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 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% | +4.3% |
| 6M | -32.3% | +28.0% | -60.3% | -38.1% |
| YTD | -32.7% | +30.3% | -63.0% | -39.1% |
| 1Y | -43.7% | +59.8% | -103.5% | -52.8% |
| 3Y | -19.7% | +124.7% | -144.4% | -41.7% |
| All | -10.4% | +125.7% | -136.1% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling