+7,930.8%
TD vs MTB
+1,857.4%
+6,073.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +0.3% | +1.7% | -1.4% | -0.4% |
| 30D | +0.4% | -4.2% | +4.6% | +2.1% |
| 3M | +7.6% | +8.9% | -1.2% | +3.9% |
| 6M | +25.0% | +10.9% | +14.1% | +19.7% |
| YTD | +31.0% | +21.5% | +9.5% | +20.7% |
| 1Y | +65.2% | +21.9% | +43.3% | +51.6% |
| 3Y | +122.5% | +109.2% | +13.2% | +59.1% |
| 5Y | +124.8% | +102.0% | +22.8% | +58.0% |
| 10Y | +298.2% | +171.9% | +126.3% | +131.5% |
| All | +7,930.8% | +1,857.4% | +6,073.4% | +2,315.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling