-43.2%
MP vs TD
+55.9%
-99.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.1% |
| 7D | -3.6% | -0.7% | -2.9% | -3.0% |
| 30D | -21.0% | +7.6% | -28.6% | -27.1% |
| 3M | -33.3% | +3.0% | -36.3% | -35.6% |
| 6M | -45.9% | +16.8% | -62.8% | -56.8% |
| YTD | -27.8% | +34.3% | -62.2% | -52.0% |
| 1Y | -43.2% | +56.0% | -99.2% | -69.1% |
| All | -43.2% | +55.9% | -99.1% | -69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling