+70.3%
PR vs TD
+303.3%
-233.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.2% |
| 7D | -9.5% | -0.7% | -8.8% | -9.2% |
| 30D | -5.7% | +7.6% | -13.3% | -12.2% |
| 3M | +3.0% | +3.0% | 0.0% | -0.9% |
| 6M | +11.8% | +16.8% | -5.0% | -5.5% |
| YTD | +58.5% | +34.3% | +24.1% | +15.3% |
| 1Y | +69.9% | +56.0% | +13.9% | +6.3% |
| 3Y | +84.9% | +132.4% | -47.4% | -24.9% |
| 5Y | +246.4% | +103.7% | +142.8% | +61.9% |
| 10Y | +70.3% | +299.2% | -228.9% | -7.1% |
| All | +70.3% | +303.3% | -233.0% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling