+453.7%
MP vs TD
+242.5%
+211.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +2.5% |
| 7D | +3.0% | +0.9% | +2.2% | +1.9% |
| 30D | +8.3% | -0.7% | +9.0% | +8.9% |
| 3M | -3.8% | +6.3% | -10.1% | -10.6% |
| 6M | -4.9% | +27.9% | -32.8% | -27.8% |
| YTD | +9.6% | +29.8% | -20.2% | -18.0% |
| 1Y | -11.7% | +63.7% | -75.4% | -49.1% |
| 3Y | +158.5% | +128.3% | +30.2% | +1.8% |
| 5Y | +68.9% | +125.5% | -56.6% | -29.3% |
| All | +453.7% | +242.5% | +211.2% | +74.5% |
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