+2.8%
MOS vs TD
+311.5%
-308.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +0.4% |
| 7D | +19.7% | -0.6% | +20.3% | +20.5% |
| 30D | +21.5% | +7.9% | +13.6% | +12.9% |
| 3M | -0.4% | +3.1% | -3.5% | -4.2% |
| 6M | +4.5% | +17.2% | -12.7% | -11.4% |
| YTD | -2.9% | +34.7% | -37.6% | -28.8% |
| 1Y | -7.7% | +56.9% | -64.6% | -42.1% |
| 3Y | -25.6% | +134.7% | -160.4% | -70.0% |
| 5Y | -31.2% | +104.8% | -135.9% | -68.3% |
| 10Y | +2.8% | +305.8% | -303.0% | -78.3% |
| All | +2.8% | +311.5% | -308.6% | -78.3% |
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 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