+260.9%
PM vs TD
+302.8%
-41.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -7.1% | -3.1% | -4.0% | -5.9% |
| 30D | -2.8% | +6.7% | -9.5% | -5.4% |
| 3M | +6.3% | +3.1% | +3.2% | +4.7% |
| 6M | +9.6% | +17.6% | -8.0% | +1.8% |
| YTD | +25.6% | +34.8% | -9.2% | +9.6% |
| 1Y | +29.7% | +55.6% | -26.0% | +6.1% |
| 3Y | +147.6% | +133.1% | +14.4% | +65.2% |
| 5Y | +160.1% | +104.7% | +55.5% | +82.0% |
| 10Y | +260.9% | +303.6% | -42.6% | +82.5% |
| All | +260.9% | +302.8% | -41.9% | +82.5% |
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 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