+19.9%
MA vs TD
+55.9%
-36.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +1.8% | -0.7% | +2.5% | +2.0% |
| 30D | +11.8% | +7.6% | +4.2% | +11.0% |
| 3M | +17.2% | +3.0% | +14.1% | +16.7% |
| 6M | +33.4% | +16.8% | +16.6% | +29.5% |
| YTD | +16.1% | +34.3% | -18.2% | +6.6% |
| 1Y | +19.9% | +56.0% | -36.1% | +9.2% |
| All | +19.9% | +55.9% | -36.0% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling