+1,319.3%
MU vs TD
+123.5%
+1,195.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.9% |
| 7D | +7.2% | +0.9% | +6.3% | +6.4% |
| 30D | +14.0% | -0.7% | +14.6% | +14.5% |
| 3M | +5.4% | +6.3% | -0.9% | +1.0% |
| 6M | +170.3% | +27.9% | +142.4% | +126.2% |
| YTD | +250.7% | +29.8% | +220.9% | +189.5% |
| 1Y | +662.1% | +63.7% | +598.5% | +434.5% |
| 3Y | +1,341.2% | +128.3% | +1,212.9% | +678.7% |
| 5Y | +1,319.3% | +125.5% | +1,193.8% | +760.9% |
| All | +1,319.3% | +123.5% | +1,195.8% | +760.9% |
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