+60.7%
TD vs MTB
+22.5%
+38.1%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -2.6% | -0.4% | -2.1% | -2.4% |
| 30D | -1.0% | -4.6% | +3.6% | +0.9% |
| 3M | +5.6% | +7.4% | -1.8% | +2.6% |
| 6M | +27.1% | +18.7% | +8.4% | +18.8% |
| YTD | +29.4% | +21.1% | +8.3% | +21.5% |
| 1Y | +60.7% | +24.1% | +36.6% | +47.6% |
| All | +60.7% | +22.5% | +38.1% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling