+303.8%
TD vs MKTX
+5.0%
+298.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -1.9% | +0.7% | -2.6% | -2.0% |
| 3M | +4.8% | +40.8% | -36.0% | -1.1% |
| 6M | +28.0% | -8.0% | +36.0% | +29.0% |
| YTD | +30.3% | -8.7% | +39.0% | +31.3% |
| 1Y | +59.8% | -11.8% | +71.6% | +61.7% |
| 3Y | +124.7% | -24.0% | +148.7% | +128.8% |
| 5Y | +127.0% | -60.3% | +187.3% | +153.2% |
| All | +303.8% | +5.0% | +298.8% | +275.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling