+121.3%
TD vs MDY
+48.7%
+72.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.6% |
| 7D | -1.9% | -0.8% | -1.1% | -1.5% |
| 30D | -1.6% | -3.9% | +2.3% | +0.4% |
| 3M | +4.6% | 0.0% | +4.7% | +4.6% |
| 6M | +26.8% | +8.5% | +18.3% | +21.7% |
| YTD | +28.3% | +13.2% | +15.1% | +20.7% |
| 1Y | +60.4% | +15.0% | +45.4% | +49.7% |
| All | +121.3% | +48.7% | +72.6% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling