+878.4%
MSFT vs TD
+306.3%
+572.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.3% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | +0.8% | -1.9% | +2.7% | +1.7% |
| 3M | +27.2% | +4.8% | +22.5% | +24.1% |
| 6M | +22.9% | +28.0% | -5.1% | +8.2% |
| YTD | +3.1% | +30.3% | -27.2% | -10.2% |
| 1Y | -0.3% | +59.8% | -60.0% | -21.7% |
| 3Y | +50.1% | +124.7% | -74.6% | -3.2% |
| 5Y | +74.6% | +127.0% | -52.3% | +10.5% |
| All | +878.4% | +306.3% | +572.1% | +358.9% |
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