+99.6%
PR vs TD
+294.7%
-195.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.4% |
| 7D | +2.9% | +0.3% | +2.6% | +2.5% |
| 30D | +18.0% | +0.4% | +17.6% | +17.1% |
| 3M | +16.9% | +7.6% | +9.2% | +7.9% |
| 6M | +28.2% | +25.0% | +3.2% | +1.2% |
| YTD | +69.3% | +31.0% | +38.3% | +27.4% |
| 1Y | +69.5% | +65.2% | +4.3% | +1.0% |
| 3Y | +81.7% | +122.5% | -40.8% | -22.1% |
| 5Y | +422.2% | +124.8% | +297.4% | +123.8% |
| All | +99.6% | +294.7% | -195.1% | +9.0% |
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