+104.3%
PBR vs TD
+125.8%
-21.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.9% |
| 7D | +4.2% | -2.6% | +6.8% | +4.9% |
| 30D | +22.7% | -1.0% | +23.8% | +22.9% |
| 3M | +21.5% | +5.6% | +15.9% | +19.2% |
| 6M | +24.0% | +27.1% | -3.1% | +14.4% |
| YTD | +88.2% | +29.4% | +58.8% | +72.3% |
| 1Y | +74.8% | +60.7% | +14.1% | +46.7% |
| All | +104.3% | +125.8% | -21.5% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling