+800.7%
MSCI vs TD
+303.3%
+497.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +2.7% | -0.7% | +3.4% | +3.1% |
| 30D | +16.2% | +7.6% | +8.6% | +11.5% |
| 3M | +17.1% | +3.0% | +14.1% | +14.8% |
| 6M | +13.0% | +16.8% | -3.8% | +2.5% |
| YTD | +15.8% | +34.3% | -18.6% | -4.0% |
| 1Y | +15.5% | +56.0% | -40.5% | -12.8% |
| 3Y | +32.3% | +132.4% | -100.0% | -23.2% |
| 5Y | +8.2% | +103.7% | -95.5% | -31.9% |
| 10Y | +800.7% | +299.2% | +501.5% | +268.1% |
| All | +800.7% | +303.3% | +497.4% | +268.1% |
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 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