+71.4%
MSFT vs TD
+123.5%
-52.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.8% |
| 7D | -1.4% | +0.9% | -2.3% | -1.7% |
| 30D | -1.0% | -0.7% | -0.4% | -0.8% |
| 3M | +20.2% | +6.3% | +13.9% | +17.3% |
| 6M | +21.3% | +27.9% | -6.7% | +10.1% |
| YTD | +2.8% | +29.8% | -27.0% | -7.3% |
| 1Y | 0.0% | +63.7% | -63.7% | -17.7% |
| 3Y | +51.2% | +128.3% | -77.1% | +6.6% |
| 5Y | +71.4% | +125.5% | -54.1% | +22.6% |
| All | +71.4% | +123.5% | -52.1% | +22.6% |
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