-6.8%
TSN vs TD
+306.3%
-313.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +3.0% | -0.5% | +3.6% | +3.2% |
| 30D | -4.2% | -1.9% | -2.3% | -3.6% |
| 3M | -3.9% | +4.8% | -8.6% | -6.0% |
| 6M | -9.8% | +28.0% | -37.8% | -18.9% |
| YTD | -7.3% | +30.3% | -37.6% | -17.3% |
| 1Y | -2.2% | +59.8% | -62.0% | -19.9% |
| 3Y | +11.9% | +124.7% | -112.8% | -21.6% |
| 5Y | -16.9% | +127.0% | -143.9% | -42.9% |
| All | -6.8% | +306.3% | -313.1% | -53.9% |
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