+169.5%
PR vs TD
+320.8%
-151.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 6M | +28.2% | +25.0% | +3.2% | +1.7% |
| YTD | +69.3% | +31.0% | +38.3% | +28.1% |
| 1Y | +69.5% | +65.2% | +4.3% | +2.0% |
| 3Y | +81.7% | +122.5% | -40.8% | -20.8% |
| 5Y | +422.2% | +124.8% | +297.4% | +128.1% |
| 10Y | +110.4% | +298.2% | -187.9% | +10.9% |
| All | +169.5% | +320.8% | -151.3% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling