+485.1%
TSN vs TD
+8,077.8%
-7,592.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | +10.2% | +5.0% | +5.2% | +8.2% |
| 3M | +7.2% | +1.1% | +6.1% | +6.5% |
| 6M | -10.6% | +16.5% | -27.0% | -16.0% |
| YTD | +3.7% | +34.3% | -30.5% | -7.8% |
| 1Y | +13.5% | +52.9% | -39.4% | -4.0% |
| 3Y | +40.1% | +132.2% | -92.1% | 0.0% |
| 5Y | -14.5% | +101.9% | -116.3% | -36.2% |
| 10Y | +15.7% | +302.0% | -286.3% | -34.9% |
| All | +485.1% | +8,077.8% | -7,592.7% | +23.3% |
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