+553.7%
MS vs TD
+303.3%
+250.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | +0.8% | -0.7% | +1.5% | +1.6% |
| 30D | -0.7% | +7.6% | -8.3% | -7.1% |
| 3M | -12.4% | +3.0% | -15.4% | -14.9% |
| 6M | -1.7% | +16.8% | -18.6% | -15.3% |
| YTD | +8.0% | +34.3% | -26.3% | -18.2% |
| 1Y | +16.2% | +56.0% | -39.8% | -23.6% |
| 3Y | +171.3% | +132.4% | +38.9% | +19.3% |
| 5Y | +124.8% | +103.7% | +21.1% | +10.8% |
| 10Y | +553.7% | +299.2% | +254.5% | +79.9% |
| All | +553.7% | +303.3% | +250.4% | +79.9% |
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