+78.7%
PR vs TD
+302.8%
-224.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.4% | +2.5% |
| 7D | -0.5% | -3.1% | +2.6% | +2.3% |
| 30D | -4.6% | +6.7% | -11.3% | -10.4% |
| 3M | +4.7% | +3.1% | +1.6% | +0.7% |
| 6M | +12.4% | +17.6% | -5.2% | -5.6% |
| YTD | +62.9% | +34.8% | +28.1% | +18.2% |
| 1Y | +70.6% | +55.6% | +15.0% | +7.0% |
| 3Y | +90.0% | +133.1% | -43.1% | -23.0% |
| 5Y | +255.5% | +104.7% | +150.9% | +65.5% |
| 10Y | +78.7% | +303.6% | -224.8% | +7.8% |
| All | +78.7% | +302.8% | -224.0% | +7.8% |
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