+126.9%
TD vs MKTX
-60.5%
+187.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | 0.0% |
| 6M | +28.0% | -8.0% | +36.0% | +29.2% |
| YTD | +30.3% | -8.7% | +39.0% | +31.5% |
| 1Y | +59.8% | -11.8% | +71.6% | +61.9% |
| 3Y | +124.7% | -24.0% | +148.7% | +128.6% |
| All | +126.9% | -60.5% | +187.3% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling