+160.4%
MS vs TD
+129.3%
+31.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.2% |
| 7D | -1.6% | -1.7% | +0.1% | -0.2% |
| 30D | -3.8% | +8.2% | -12.0% | -8.5% |
| 3M | -14.6% | +1.7% | -16.3% | -15.5% |
| 6M | -5.1% | +14.2% | -19.3% | -13.0% |
| YTD | +4.5% | +32.8% | -28.2% | -12.9% |
| 1Y | +13.5% | +55.5% | -41.9% | -14.0% |
| 3Y | +160.4% | +129.6% | +30.8% | +53.2% |
| All | +160.4% | +129.3% | +31.1% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling