+214.8%
MAS vs TD
+303.3%
-88.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | +3.6% | -0.7% | +4.3% | +4.1% |
| 30D | +23.8% | +7.6% | +16.2% | +18.7% |
| 3M | +14.4% | +3.0% | +11.4% | +12.3% |
| 6M | +19.7% | +16.8% | +2.9% | +9.1% |
| YTD | +36.0% | +34.3% | +1.6% | +13.9% |
| 1Y | +40.4% | +56.0% | -15.6% | +7.6% |
| 3Y | +58.9% | +132.4% | -73.4% | -5.2% |
| 5Y | +44.5% | +103.7% | -59.1% | -7.5% |
| 10Y | +214.8% | +299.2% | -84.4% | +19.6% |
| All | +214.8% | +303.3% | -88.5% | +19.6% |
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 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