+290.7%
TSM vs TD
+123.5%
+167.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.9% |
| 7D | +6.0% | +0.9% | +5.2% | +5.4% |
| 30D | +4.5% | -0.7% | +5.2% | +4.8% |
| 3M | +3.1% | +6.3% | -3.2% | -0.6% |
| 6M | +30.2% | +27.9% | +2.3% | +13.0% |
| YTD | +45.2% | +29.8% | +15.4% | +24.8% |
| 1Y | +79.6% | +63.7% | +15.9% | +36.1% |
| 3Y | +411.0% | +128.3% | +282.7% | +217.2% |
| 5Y | +290.7% | +125.5% | +165.2% | +155.3% |
| All | +290.7% | +123.5% | +167.2% | +155.3% |
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 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