+35.8%
MSCI vs TD
+132.8%
-97.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | +3.0% | +1.1% | +1.9% | +2.7% |
| 30D | +17.8% | +5.2% | +12.6% | +16.3% |
| 3M | +15.2% | +1.2% | +14.0% | +14.8% |
| 6M | +16.5% | +17.7% | -1.3% | +10.7% |
| YTD | +16.4% | +34.2% | -17.9% | +5.5% |
| 1Y | +16.8% | +55.4% | -38.6% | -0.1% |
| 3Y | +35.8% | +130.4% | -94.6% | -2.3% |
| All | +35.8% | +132.8% | -97.1% | -2.3% |
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