+569.6%
MA vs TD
+302.8%
+266.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -1.8% | -3.1% | +1.3% | +0.2% |
| 30D | +11.0% | +6.7% | +4.3% | +6.5% |
| 3M | +17.9% | +3.1% | +14.8% | +15.2% |
| 6M | +33.2% | +17.6% | +15.5% | +18.7% |
| YTD | +16.5% | +34.8% | -18.3% | -5.7% |
| 1Y | +19.1% | +55.6% | -36.5% | -12.6% |
| 3Y | +70.6% | +133.1% | -62.6% | -7.7% |
| 5Y | +92.1% | +104.7% | -12.5% | +13.0% |
| 10Y | +569.6% | +303.6% | +266.0% | +150.2% |
| All | +569.6% | +302.8% | +266.8% | +150.2% |
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