+631.0%
MSCI vs TD
+295.5%
+335.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.2% |
| 7D | -1.1% | -1.9% | +0.8% | 0.0% |
| 30D | -1.2% | -1.6% | +0.4% | -0.4% |
| 3M | -8.4% | +4.6% | -13.0% | -11.3% |
| 6M | -1.0% | +26.8% | -27.9% | -14.8% |
| YTD | -2.3% | +28.3% | -30.6% | -16.8% |
| 1Y | -1.2% | +60.4% | -61.6% | -26.6% |
| 3Y | +7.9% | +125.7% | -117.8% | -36.4% |
| 5Y | -10.1% | +122.4% | -132.4% | -46.4% |
| 10Y | +631.0% | +297.1% | +333.9% | +201.8% |
| All | +631.0% | +295.5% | +335.5% | +201.8% |
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