+542.7%
PBR vs TD
+125.7%
+417.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.2% |
| 7D | +5.4% | -0.5% | +5.9% | +5.6% |
| 30D | +22.9% | -1.9% | +24.8% | +23.8% |
| 3M | +19.6% | +4.8% | +14.9% | +16.3% |
| 6M | +16.5% | +28.0% | -11.5% | +1.5% |
| YTD | +86.7% | +30.3% | +56.4% | +60.7% |
| 1Y | +74.7% | +59.8% | +14.9% | +33.5% |
| 3Y | +102.6% | +124.7% | -22.1% | +23.4% |
| All | +542.7% | +125.7% | +417.0% | +220.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling