+11,153.6%
MSFT vs TD
+8,077.8%
+3,075.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | -3.8% | +5.0% | -8.7% | -5.9% |
| 3M | +6.4% | +1.1% | +5.3% | +5.8% |
| 6M | +28.8% | +16.5% | +12.3% | +19.6% |
| YTD | +8.8% | +34.3% | -25.4% | -5.7% |
| 1Y | +3.2% | +52.9% | -49.7% | -16.0% |
| 3Y | +44.8% | +132.2% | -87.4% | -4.6% |
| 5Y | +61.8% | +101.9% | -40.0% | +12.8% |
| 10Y | +897.9% | +302.0% | +596.0% | +391.5% |
| All | +11,153.6% | +8,077.8% | +3,075.8% | +1,268.6% |
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 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