+221.7%
PR vs TD
+101.6%
+120.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.3% |
| 7D | -16.4% | -1.7% | -14.7% | -15.6% |
| 30D | -1.9% | +8.2% | -10.1% | -7.4% |
| 3M | +8.0% | +1.7% | +6.2% | +5.8% |
| 6M | +4.1% | +14.2% | -10.1% | -7.4% |
| YTD | +58.7% | +32.8% | +25.9% | +23.4% |
| 1Y | +75.8% | +55.5% | +20.4% | +18.7% |
| 3Y | +73.2% | +129.6% | -56.5% | -21.0% |
| All | +221.7% | +101.6% | +120.1% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling