+84.9%
PR vs TD
+133.6%
-48.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -9.5% | -0.7% | -8.8% | -9.3% |
| 30D | -5.7% | +7.6% | -13.3% | -7.8% |
| 3M | +3.0% | +3.0% | 0.0% | +1.8% |
| 6M | +11.8% | +16.8% | -5.0% | +4.8% |
| YTD | +58.5% | +34.3% | +24.1% | +38.2% |
| 1Y | +69.9% | +56.0% | +13.9% | +35.9% |
| 3Y | +84.9% | +132.4% | -47.4% | +10.6% |
| All | +84.9% | +133.6% | -48.7% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling