+407.7%
TSN vs TD
+7,879.0%
-7,471.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -6.3% | +0.3% | -6.6% | -6.5% |
| 30D | -10.8% | +0.4% | -11.2% | -11.1% |
| 3M | -8.8% | +7.6% | -16.4% | -11.5% |
| 6M | -16.8% | +25.0% | -41.8% | -23.9% |
| YTD | -10.0% | +31.0% | -41.0% | -19.2% |
| 1Y | -5.3% | +65.2% | -70.4% | -22.1% |
| 3Y | +8.5% | +122.5% | -114.0% | -21.2% |
| 5Y | -22.9% | +124.8% | -147.7% | -44.8% |
| 10Y | -12.6% | +298.2% | -310.9% | -50.6% |
| All | +407.7% | +7,879.0% | -7,471.3% | +8.1% |
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