+9.3%
TSN vs TD
+123.9%
-114.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -7.3% | -1.9% | -5.4% | -7.0% |
| 30D | -8.6% | -1.6% | -7.0% | -8.4% |
| 3M | -7.5% | +4.6% | -12.1% | -8.5% |
| 6M | -14.1% | +26.8% | -40.9% | -18.7% |
| YTD | -9.4% | +28.3% | -37.8% | -14.6% |
| 1Y | -4.1% | +60.4% | -64.5% | -14.0% |
| All | +9.3% | +123.9% | -114.6% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling