+36.5%
PEG vs TD
+132.8%
-96.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | +4.5% | +1.1% | +3.4% | +4.2% |
| 30D | +7.5% | +5.2% | +2.3% | +6.2% |
| 3M | +0.8% | +1.2% | -0.4% | +0.4% |
| 6M | 0.0% | +17.7% | -17.7% | -4.3% |
| YTD | -3.0% | +34.2% | -37.3% | -10.3% |
| 1Y | -4.7% | +55.4% | -60.2% | -15.4% |
| 3Y | +36.5% | +130.4% | -93.9% | +5.4% |
| All | +36.5% | +132.8% | -96.4% | +5.4% |
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