+12,629.9%
TSM vs TD
+3,972.1%
+8,657.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -2.1% | -0.7% | -1.4% | -1.5% |
| 30D | -12.5% | +7.6% | -20.2% | -16.2% |
| 3M | -5.0% | +3.0% | -8.0% | -6.8% |
| 6M | -3.2% | +16.8% | -20.1% | -12.1% |
| YTD | +31.5% | +34.3% | -2.9% | +9.9% |
| 1Y | +35.7% | +56.0% | -20.3% | +3.6% |
| 3Y | +323.5% | +132.4% | +191.1% | +150.8% |
| 5Y | +263.4% | +103.7% | +159.7% | +130.8% |
| 10Y | +1,598.5% | +299.2% | +1,299.4% | +588.7% |
| All | +12,629.9% | +3,972.1% | +8,657.8% | +856.4% |
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