+7.6%
MOS vs TD
+302.2%
-294.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.7% |
| 7D | +21.6% | -1.7% | +23.3% | +23.6% |
| 30D | +12.0% | +8.2% | +3.7% | +3.6% |
| 3M | -3.9% | +1.7% | -5.6% | -6.3% |
| 6M | -3.3% | +14.2% | -17.6% | -16.0% |
| YTD | -4.6% | +32.8% | -37.4% | -29.1% |
| 1Y | -7.0% | +55.5% | -62.5% | -41.2% |
| 3Y | -24.4% | +129.6% | -154.1% | -68.8% |
| 5Y | -32.1% | +102.2% | -134.3% | -68.4% |
| All | +7.6% | +302.2% | -294.6% | -76.8% |
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