+38.0%
PEG vs TD
+122.4%
-84.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -0.9% | -2.6% | +1.7% | -0.1% |
| 30D | -2.8% | -1.0% | -1.7% | -2.5% |
| 3M | -6.9% | +5.6% | -12.6% | -8.8% |
| 6M | -11.4% | +27.1% | -38.5% | -18.5% |
| YTD | -7.4% | +29.4% | -36.8% | -15.5% |
| 1Y | -8.3% | +60.7% | -69.0% | -22.5% |
| 3Y | +31.5% | +127.6% | -96.1% | -3.5% |
| 5Y | +38.0% | +125.4% | -87.4% | +6.3% |
| All | +38.0% | +122.4% | -84.5% | +6.3% |
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 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