+0.6%
MOS vs TD
+302.8%
-302.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.1% |
| 7D | +5.5% | -3.1% | +8.5% | +8.3% |
| 30D | +21.0% | +6.7% | +14.3% | +13.6% |
| 3M | -0.5% | +3.1% | -3.6% | -4.2% |
| 6M | +6.6% | +17.6% | -11.0% | -10.0% |
| YTD | -2.8% | +34.8% | -37.6% | -28.7% |
| 1Y | -8.1% | +55.6% | -63.7% | -41.8% |
| 3Y | -25.6% | +133.1% | -158.7% | -69.7% |
| 5Y | -29.8% | +104.7% | -134.4% | -67.6% |
| 10Y | +0.6% | +303.6% | -303.0% | -77.7% |
| All | +0.6% | +302.8% | -302.2% | -77.7% |
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