+62.4%
MSFT vs TD
+101.4%
-38.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | +1.1% | -2.4% | -1.7% |
| 30D | -1.8% | +5.2% | -7.0% | -3.6% |
| 3M | +5.6% | +1.2% | +4.4% | +5.1% |
| 6M | +29.8% | +17.7% | +12.1% | +21.9% |
| YTD | +9.0% | +34.2% | -25.2% | -3.0% |
| 1Y | +4.9% | +55.4% | -50.5% | -11.9% |
| 3Y | +46.2% | +130.4% | -84.2% | +3.1% |
| All | +62.4% | +101.4% | -38.9% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling