+480.8%
TSN vs TD
+8,075.2%
-7,594.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | +1.1% | -2.6% | -1.8% |
| 30D | +8.5% | +5.2% | +3.3% | +6.4% |
| 3M | +5.3% | +1.2% | +4.1% | +4.6% |
| 6M | -10.5% | +17.7% | -28.2% | -16.2% |
| YTD | +3.0% | +34.2% | -31.3% | -8.5% |
| 1Y | +12.1% | +55.4% | -43.3% | -5.7% |
| 3Y | +43.1% | +130.4% | -87.3% | +2.5% |
| 5Y | -15.1% | +101.8% | -116.9% | -36.7% |
| 10Y | +14.8% | +301.9% | -287.1% | -35.4% |
| All | +480.8% | +8,075.2% | -7,594.4% | +22.4% |
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