+782.8%
PH vs TD
+303.5%
+479.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.3% |
| 7D | -3.1% | -2.6% | -0.6% | -0.9% |
| 30D | -11.8% | -1.0% | -10.8% | -11.1% |
| 3M | +6.9% | +5.6% | +1.3% | +1.5% |
| 6M | -1.3% | +27.1% | -28.4% | -20.7% |
| YTD | +7.0% | +29.4% | -22.4% | -15.6% |
| 1Y | +23.1% | +60.7% | -37.6% | -20.2% |
| 3Y | +135.4% | +127.6% | +7.8% | +8.3% |
| 5Y | +250.3% | +125.4% | +124.9% | +58.7% |
| All | +782.8% | +303.5% | +479.3% | +142.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling