+25.1%
PH vs TD
+59.9%
-34.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | 0.0% |
| 7D | 0.0% | -1.9% | +1.9% | +1.1% |
| 30D | -10.3% | -1.6% | -8.7% | -9.5% |
| 3M | +5.1% | +4.6% | +0.4% | +1.9% |
| 6M | +2.3% | +26.8% | -24.5% | -11.5% |
| YTD | +8.7% | +28.3% | -19.6% | -6.5% |
| All | +25.1% | +59.9% | -34.8% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling