+15,689.5%
MA vs TD
+881.6%
+14,807.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.5% |
| 7D | -0.3% | -0.6% | +0.3% | +0.1% |
| 30D | +11.3% | +7.9% | +3.4% | +5.8% |
| 3M | +16.7% | +3.1% | +13.5% | +13.9% |
| 6M | +32.8% | +17.2% | +15.6% | +18.4% |
| YTD | +15.6% | +34.7% | -19.1% | -6.6% |
| 1Y | +19.6% | +56.9% | -37.3% | -13.0% |
| 3Y | +72.1% | +134.7% | -62.6% | -7.0% |
| 5Y | +96.0% | +104.8% | -8.7% | +14.9% |
| 10Y | +554.8% | +305.8% | +248.9% | +134.5% |
| All | +15,689.5% | +881.6% | +14,807.9% | +3,149.8% |
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 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