+124.3%
PM vs TD
+128.4%
-4.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -1.3% | +0.9% | -2.1% | -1.4% |
| 30D | -2.6% | -0.7% | -1.9% | -2.5% |
| 3M | +5.8% | +6.3% | -0.5% | +4.8% |
| 6M | +10.6% | +27.9% | -17.4% | +6.5% |
| YTD | +17.2% | +29.8% | -12.7% | +12.5% |
| 1Y | +17.6% | +63.7% | -46.0% | +8.5% |
| 3Y | +124.3% | +128.3% | -4.1% | +85.4% |
| All | +124.3% | +128.4% | -4.2% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling