+2,417.1%
MSCI vs TD
+632.9%
+1,784.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.6% |
| 7D | +0.4% | +0.3% | +0.1% | +0.2% |
| 30D | +0.6% | +0.4% | +0.2% | +0.1% |
| 3M | -7.1% | +7.6% | -14.7% | -12.0% |
| 6M | +0.8% | +25.0% | -24.2% | -13.8% |
| YTD | +1.0% | +31.0% | -30.0% | -16.6% |
| 1Y | +4.3% | +65.2% | -60.9% | -26.2% |
| 3Y | +9.9% | +122.5% | -112.5% | -37.4% |
| 5Y | -6.8% | +124.8% | -131.6% | -47.6% |
| 10Y | +614.7% | +298.2% | +316.4% | +159.6% |
| All | +2,417.1% | +632.9% | +1,784.2% | +485.8% |
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 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