+42.8%
TSM vs TD
+52.8%
-10.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | +6.2% | +1.1% | +5.1% | +5.4% |
| 30D | -7.3% | +5.2% | -12.5% | -9.7% |
| 3M | -7.1% | +1.2% | -8.4% | -7.2% |
| 6M | +0.2% | +17.7% | -17.5% | -11.8% |
| YTD | +32.2% | +34.2% | -2.0% | +3.5% |
| 1Y | +42.8% | +55.4% | -12.6% | +3.8% |
| All | +42.8% | +52.8% | -10.0% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling