+2,715.8%
MSCI vs TD
+642.7%
+2,073.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.9% |
| 7D | +2.8% | -1.7% | +4.5% | +4.0% |
| 30D | +15.4% | +8.2% | +7.2% | +9.7% |
| 3M | +13.4% | +1.7% | +11.7% | +11.8% |
| 6M | +10.9% | +14.2% | -3.3% | +0.8% |
| YTD | +13.0% | +32.8% | -19.8% | -7.5% |
| 1Y | +12.0% | +55.5% | -43.4% | -17.6% |
| 3Y | +34.1% | +129.6% | -95.5% | -25.3% |
| 5Y | +3.9% | +102.2% | -98.3% | -37.2% |
| 10Y | +802.0% | +306.3% | +495.7% | +223.2% |
| All | +2,715.8% | +642.7% | +2,073.2% | +549.1% |
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 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