+34.9%
MAS vs TD
+54.9%
-20.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.6% |
| 7D | +2.0% | -1.7% | +3.6% | +3.2% |
| 30D | +19.4% | +8.2% | +11.1% | +14.1% |
| 3M | +9.4% | +1.7% | +7.7% | +8.2% |
| 6M | +15.3% | +14.2% | +1.1% | +6.0% |
| YTD | +31.3% | +32.8% | -1.4% | +11.5% |
| 1Y | +34.9% | +55.5% | -20.6% | +14.3% |
| All | +34.9% | +54.9% | -20.0% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling