+65.2%
PR vs TD
+302.2%
-237.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.4% |
| 7D | -16.4% | -1.7% | -14.7% | -15.3% |
| 30D | -1.9% | +8.2% | -10.1% | -9.1% |
| 3M | +8.0% | +1.7% | +6.2% | +5.1% |
| 6M | +4.1% | +14.2% | -10.1% | -10.1% |
| YTD | +58.7% | +32.8% | +25.9% | +16.8% |
| 1Y | +75.8% | +55.5% | +20.4% | +10.4% |
| 3Y | +73.2% | +129.6% | -56.5% | -28.7% |
| 5Y | +230.1% | +102.2% | +127.9% | +55.5% |
| All | +65.2% | +302.2% | -237.0% | -5.7% |
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 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