+721.9%
PAAS vs TD
+7,879.0%
-7,157.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +6.8% | +0.4% | +6.4% | +6.6% |
| 3M | -2.9% | +7.6% | -10.5% | -5.4% |
| 6M | -16.4% | +25.0% | -41.4% | -22.6% |
| YTD | 0.0% | +31.0% | -31.0% | -8.7% |
| 1Y | +54.3% | +65.2% | -10.9% | +30.2% |
| 3Y | +230.7% | +122.5% | +108.2% | +152.2% |
| 5Y | +111.6% | +124.8% | -13.2% | +60.5% |
| 10Y | +211.7% | +298.2% | -86.5% | +90.7% |
| All | +721.9% | +7,879.0% | -7,157.1% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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