+8,853.8%
PH vs TD
+8,075.2%
+778.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.3% | +1.1% | +3.2% | +3.7% |
| 30D | +0.1% | +5.2% | -5.1% | -3.0% |
| 3M | -9.4% | +1.2% | -10.6% | -10.3% |
| 6M | +8.8% | +17.7% | -9.0% | -1.6% |
| YTD | +9.6% | +34.2% | -24.6% | -8.3% |
| 1Y | +14.4% | +55.4% | -41.0% | -12.3% |
| 3Y | +134.5% | +130.4% | +4.1% | +41.2% |
| 5Y | +204.4% | +101.8% | +102.6% | +98.0% |
| 10Y | +697.3% | +301.9% | +395.4% | +264.1% |
| All | +8,853.8% | +8,075.2% | +778.7% | +1,457.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling