+208.8%
PM vs TD
+303.5%
-94.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.8% |
| 7D | +1.9% | -2.6% | +4.5% | +3.0% |
| 30D | +1.9% | -1.0% | +2.9% | +2.2% |
| 3M | +4.6% | +5.6% | -1.0% | +1.8% |
| 6M | +11.7% | +27.1% | -15.4% | +0.1% |
| YTD | +20.4% | +29.4% | -9.0% | +6.9% |
| 1Y | +19.0% | +60.7% | -41.7% | -4.3% |
| 3Y | +130.4% | +127.6% | +2.8% | +55.1% |
| 5Y | +131.5% | +125.4% | +6.1% | +53.1% |
| All | +208.8% | +303.5% | -94.7% | +47.9% |
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