+13,634.3%
TSM vs TD
+3,870.9%
+9,763.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.2% | +3.7% |
| 7D | +2.7% | +0.3% | +2.4% | +2.5% |
| 30D | +3.6% | +0.4% | +3.2% | +3.3% |
| 3M | -3.4% | +7.6% | -11.0% | -7.7% |
| 6M | +20.6% | +25.0% | -4.4% | +5.4% |
| YTD | +41.9% | +31.0% | +10.9% | +20.4% |
| 1Y | +84.4% | +65.2% | +19.2% | +36.1% |
| 3Y | +380.2% | +122.5% | +257.7% | +191.8% |
| 5Y | +275.3% | +124.8% | +150.5% | +124.4% |
| 10Y | +1,751.4% | +298.2% | +1,453.2% | +651.5% |
| All | +13,634.3% | +3,870.9% | +9,763.4% | +948.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling