+147.8%
PR vs TD
+328.8%
-181.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.0% | -0.9% | -1.4% |
| 7D | -16.5% | -3.2% | -13.3% | -14.3% |
| 30D | -4.5% | +4.9% | -9.4% | -8.9% |
| 3M | +8.5% | +2.3% | +6.2% | +5.2% |
| 6M | -3.3% | +17.8% | -21.1% | -18.6% |
| YTD | +55.7% | +33.5% | +22.2% | +15.0% |
| 1Y | +82.0% | +55.9% | +26.1% | +15.5% |
| 3Y | +62.5% | +131.5% | -69.1% | -32.0% |
| 5Y | +223.9% | +103.3% | +120.6% | +55.2% |
| 10Y | +64.2% | +308.6% | -244.4% | -15.3% |
| All | +147.8% | +328.8% | -181.0% | +28.1% |
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