+212.3%
MAS vs TD
+300.0%
-87.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | +3.0% | +1.1% | +1.9% | +2.3% |
| 30D | +22.4% | +5.2% | +17.2% | +18.9% |
| 3M | +14.5% | +1.2% | +13.3% | +13.5% |
| 6M | +27.1% | +17.7% | +9.4% | +15.3% |
| YTD | +35.8% | +34.2% | +1.5% | +13.8% |
| 1Y | +39.4% | +55.4% | -16.0% | +7.1% |
| 3Y | +60.3% | +130.4% | -70.1% | -3.9% |
| 5Y | +39.4% | +101.8% | -62.4% | -10.3% |
| All | +212.3% | +300.0% | -87.7% | +15.3% |
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