+10,652.3%
MSFT vs TD
+7,879.0%
+2,773.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.4% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +2.7% | +0.4% | +2.3% | +2.4% |
| 3M | +17.0% | +7.6% | +9.3% | +12.8% |
| 6M | +23.8% | +25.0% | -1.2% | +11.1% |
| YTD | +4.0% | +31.0% | -27.0% | -8.9% |
| 1Y | -0.8% | +65.2% | -66.0% | -22.1% |
| 3Y | +55.6% | +122.5% | -66.9% | +4.4% |
| 5Y | +72.9% | +124.8% | -51.9% | +14.4% |
| 10Y | +875.8% | +298.2% | +577.6% | +382.8% |
| All | +10,652.3% | +7,879.0% | +2,773.3% | +1,223.1% |
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