+834.9%
MSCI vs TD
+300.1%
+534.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -0.7% | +0.6% | -1.2% | -1.0% |
| 30D | +16.2% | +5.0% | +11.2% | +13.1% |
| 3M | +16.1% | +1.1% | +15.0% | +15.1% |
| 6M | +12.9% | +16.5% | -3.5% | +2.6% |
| YTD | +14.8% | +34.3% | -19.4% | -4.8% |
| 1Y | +13.8% | +52.9% | -39.1% | -13.0% |
| 3Y | +31.2% | +132.2% | -101.0% | -23.9% |
| 5Y | +5.6% | +101.9% | -96.3% | -33.3% |
| All | +834.9% | +300.1% | +534.8% | +249.0% |
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