+67.5%
MA vs TD
+123.5%
-56.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -1.8% | +0.9% | -2.6% | -2.1% |
| 30D | +1.4% | -0.7% | +2.1% | +1.6% |
| 3M | +17.7% | +6.3% | +11.5% | +14.0% |
| 6M | +9.7% | +27.9% | -18.3% | -3.5% |
| YTD | +0.5% | +29.8% | -29.3% | -12.3% |
| 1Y | -2.1% | +63.7% | -65.7% | -24.2% |
| 3Y | +40.1% | +128.3% | -88.2% | -10.9% |
| 5Y | +67.5% | +125.5% | -58.0% | +1.8% |
| All | +67.5% | +123.5% | -56.0% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling