+110.9%
MO vs TD
+306.3%
-195.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +0.1% | -0.5% | +0.7% | +0.3% |
| 30D | +7.1% | -1.9% | +9.0% | +7.8% |
| 3M | -2.0% | +4.8% | -6.7% | -4.1% |
| 6M | +7.3% | +28.0% | -20.7% | -3.1% |
| YTD | +23.5% | +30.3% | -6.8% | +10.4% |
| 1Y | +11.0% | +59.8% | -48.8% | -8.7% |
| 3Y | +95.0% | +124.7% | -29.7% | +36.8% |
| 5Y | +100.6% | +127.0% | -26.3% | +36.7% |
| All | +110.9% | +306.3% | -195.4% | +8.8% |
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