+126.9%
TD vs MTB
+104.1%
+22.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.9% | -4.8% | +2.9% | -0.2% |
| 3M | +4.8% | +6.0% | -1.2% | +2.6% |
| 6M | +28.0% | +19.6% | +8.4% | +20.1% |
| YTD | +30.3% | +21.5% | +8.8% | +21.5% |
| 1Y | +59.8% | +24.7% | +35.1% | +47.4% |
| 3Y | +124.7% | +108.6% | +16.1% | +66.4% |
| All | +126.9% | +104.1% | +22.7% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling