+125.1%
PM vs TD
+123.5%
+1.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | -1.3% | +0.9% | -2.1% | -1.5% |
| 30D | -2.6% | -0.7% | -1.9% | -2.5% |
| 3M | +5.8% | +6.3% | -0.5% | +3.9% |
| 6M | +10.6% | +27.9% | -17.4% | +3.1% |
| YTD | +17.2% | +29.8% | -12.7% | +8.7% |
| 1Y | +17.6% | +63.7% | -46.0% | +1.8% |
| 3Y | +124.3% | +128.3% | -4.1% | +71.5% |
| 5Y | +125.1% | +125.5% | -0.5% | +67.1% |
| All | +125.1% | +123.5% | +1.5% | +67.1% |
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