+763.1%
PM vs TD
+734.2%
+28.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | -3.4% | +0.4% | -3.8% | -3.6% |
| 3M | +5.2% | +7.6% | -2.5% | +1.9% |
| 6M | +3.7% | +25.0% | -21.3% | -5.3% |
| YTD | +15.8% | +31.0% | -15.2% | +3.7% |
| 1Y | +17.4% | +65.2% | -47.8% | -4.1% |
| 3Y | +116.9% | +122.5% | -5.6% | +55.4% |
| 5Y | +117.3% | +124.8% | -7.5% | +53.1% |
| 10Y | +193.8% | +298.2% | -104.5% | +62.2% |
| All | +763.1% | +734.2% | +28.9% | +270.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling