+821.1%
PM vs TD
+758.1%
+63.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -3.0% |
| 7D | -7.3% | -0.6% | -6.6% | -7.0% |
| 30D | -4.0% | +7.9% | -12.0% | -6.8% |
| 3M | +2.7% | +3.1% | -0.4% | +1.3% |
| 6M | +14.9% | +17.2% | -2.3% | +7.5% |
| YTD | +23.5% | +34.7% | -11.2% | +9.3% |
| 1Y | +30.4% | +56.9% | -26.5% | +8.6% |
| 3Y | +143.2% | +134.7% | +8.5% | +70.4% |
| 5Y | +159.5% | +104.8% | +54.7% | +89.7% |
| 10Y | +234.7% | +305.8% | -71.2% | +83.1% |
| All | +821.1% | +758.1% | +63.0% | +290.7% |
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