+159.5%
PM vs TD
+105.4%
+54.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.8% |
| 7D | -7.3% | -0.6% | -6.6% | -7.1% |
| 30D | -4.0% | +7.9% | -12.0% | -5.7% |
| 3M | +2.7% | +3.1% | -0.4% | +1.9% |
| 6M | +14.9% | +17.2% | -2.3% | +9.9% |
| YTD | +23.5% | +34.7% | -11.2% | +13.5% |
| 1Y | +30.4% | +56.9% | -26.5% | +14.6% |
| 3Y | +143.2% | +134.7% | +8.5% | +84.9% |
| 5Y | +159.5% | +104.8% | +54.7% | +107.2% |
| All | +159.5% | +105.4% | +54.1% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling