+15,614.6%
MA vs TD
+867.1%
+14,747.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | +2.3% | -1.7% | +4.0% | +3.5% |
| 30D | +14.7% | +8.2% | +6.4% | +8.8% |
| 3M | +13.5% | +1.7% | +11.8% | +11.8% |
| 6M | +33.1% | +14.2% | +18.9% | +20.7% |
| YTD | +15.1% | +32.8% | -17.7% | -6.1% |
| 1Y | +18.7% | +55.5% | -36.8% | -13.1% |
| 3Y | +72.1% | +129.6% | -57.6% | -5.7% |
| 5Y | +92.8% | +102.2% | -9.4% | +13.9% |
| 10Y | +571.6% | +306.3% | +265.4% | +140.3% |
| All | +15,614.6% | +867.1% | +14,747.6% | +3,166.6% |
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