+3,677.7%
MS vs TD
+7,879.0%
-4,201.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +1.6% |
| 7D | +1.4% | +0.3% | +1.1% | +1.0% |
| 30D | -0.3% | +0.4% | -0.6% | -0.8% |
| 3M | +0.3% | +7.6% | -7.3% | -7.1% |
| 6M | +31.3% | +25.0% | +6.3% | +4.6% |
| YTD | +24.7% | +31.0% | -6.3% | -5.3% |
| 1Y | +47.9% | +65.2% | -17.3% | -11.3% |
| 3Y | +178.3% | +122.5% | +55.8% | +20.2% |
| 5Y | +144.9% | +124.8% | +20.1% | +2.5% |
| 10Y | +804.5% | +298.2% | +506.3% | +112.1% |
| All | +3,677.7% | +7,879.0% | -4,201.3% | +40.4% |
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