+1,757.1%
TSM vs TD
+303.5%
+1,453.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.2% |
| 7D | +2.6% | -2.6% | +5.2% | +4.1% |
| 30D | +1.4% | -1.0% | +2.4% | +1.9% |
| 3M | +5.0% | +5.6% | -0.7% | +1.6% |
| 6M | +24.0% | +27.1% | -3.1% | +8.2% |
| YTD | +41.6% | +29.4% | +12.2% | +22.3% |
| 1Y | +66.2% | +60.7% | +5.5% | +27.3% |
| 3Y | +398.2% | +127.6% | +270.6% | +210.1% |
| 5Y | +277.6% | +125.4% | +152.2% | +135.5% |
| All | +1,757.1% | +303.5% | +1,453.6% | +802.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling