+67.5%
MAS vs TD
+140.2%
-72.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.9% | +4.1% |
| 7D | +14.2% | +1.4% | +12.8% | +13.4% |
| 30D | +26.8% | +10.2% | +16.6% | +20.5% |
| 3M | +13.1% | +8.1% | +5.0% | +8.3% |
| 6M | +27.9% | +22.3% | +5.6% | +15.1% |
| YTD | +38.7% | +39.0% | -0.4% | +16.9% |
| 1Y | +40.4% | +62.6% | -22.3% | +9.7% |
| All | +67.5% | +140.2% | -72.7% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling