-86.8%
MSTU vs TD
+104.1%
-190.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.9% | -7.7% | -6.6% |
| 7D | +16.1% | +0.9% | +15.3% | +15.1% |
| 30D | +68.7% | -0.7% | +69.3% | +70.4% |
| 3M | -11.0% | +6.3% | -17.3% | -25.2% |
| 6M | -33.4% | +27.9% | -61.3% | -64.4% |
| YTD | -59.5% | +29.8% | -89.3% | -78.4% |
| 1Y | -93.4% | +63.7% | -157.0% | -97.9% |
| All | -86.8% | +104.1% | -190.9% | -98.1% |
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