+11.6%
TSN vs TD
+300.0%
-288.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | +1.1% | -2.6% | -1.9% |
| 30D | +8.5% | +5.2% | +3.3% | +6.3% |
| 3M | +5.3% | +1.2% | +4.1% | +4.5% |
| 6M | -10.5% | +17.7% | -28.2% | -16.6% |
| YTD | +3.0% | +34.2% | -31.3% | -9.3% |
| 1Y | +12.1% | +55.4% | -43.3% | -7.0% |
| 3Y | +43.1% | +130.4% | -87.3% | -0.4% |
| 5Y | -15.1% | +101.8% | -116.9% | -38.1% |
| All | +11.6% | +300.0% | -288.5% | -44.4% |
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 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