+8,996.1%
PH vs TD
+8,109.5%
+886.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +6.9% | -3.1% | +9.9% | +8.8% |
| 30D | +1.7% | +6.7% | -5.0% | -2.3% |
| 3M | -8.1% | +3.1% | -11.3% | -10.0% |
| 6M | +11.5% | +17.6% | -6.1% | +0.9% |
| YTD | +11.4% | +34.8% | -23.4% | -7.1% |
| 1Y | +14.1% | +55.6% | -41.5% | -12.6% |
| 3Y | +138.2% | +133.1% | +5.1% | +42.4% |
| 5Y | +216.0% | +104.7% | +111.3% | +103.9% |
| 10Y | +710.0% | +303.6% | +406.4% | +269.0% |
| All | +8,996.1% | +8,109.5% | +886.6% | +1,478.3% |
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 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