-22.3%
PINS vs TD
+192.1%
-214.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.8% |
| 7D | -2.1% | -1.7% | -0.4% | -0.8% |
| 30D | -6.6% | +8.2% | -14.9% | -11.0% |
| 3M | -18.7% | +1.7% | -20.4% | -19.6% |
| 6M | -10.4% | +14.2% | -24.6% | -18.3% |
| YTD | -26.8% | +32.8% | -59.5% | -39.7% |
| 1Y | -27.9% | +55.5% | -83.3% | -46.5% |
| 3Y | -38.7% | +129.6% | -168.3% | -65.6% |
| 5Y | -59.0% | +102.2% | -161.2% | -74.9% |
| All | -22.3% | +192.1% | -214.4% | -63.6% |
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