+847.8%
MU vs TD
+101.6%
+746.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.5% |
| 7D | -22.0% | -1.7% | -20.3% | -20.8% |
| 30D | -36.6% | +8.2% | -44.8% | -39.9% |
| 3M | -21.7% | +1.7% | -23.4% | -22.6% |
| 6M | +3.5% | +14.2% | -10.7% | -5.9% |
| YTD | +141.9% | +32.8% | +109.2% | +96.4% |
| 1Y | +189.8% | +55.5% | +134.4% | +110.2% |
| 3Y | +855.4% | +129.6% | +725.7% | +414.2% |
| All | +847.8% | +101.6% | +746.2% | +515.2% |
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