+2,181.2%
MRSH vs TD
+7,781.3%
-5,600.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.1% |
| 7D | -5.9% | -2.6% | -3.4% | -4.9% |
| 30D | -7.3% | -1.0% | -6.3% | -7.0% |
| 3M | +6.7% | +5.6% | +1.0% | +3.7% |
| 6M | +3.0% | +27.1% | -24.1% | -7.8% |
| YTD | -2.9% | +29.4% | -32.3% | -13.8% |
| 1Y | -9.0% | +60.7% | -69.7% | -26.5% |
| 3Y | -4.3% | +127.6% | -131.9% | -34.6% |
| 5Y | +19.4% | +125.4% | -106.0% | -18.9% |
| 10Y | +218.1% | +300.4% | -82.4% | +63.9% |
| All | +2,181.2% | +7,781.3% | -5,600.1% | +234.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling