+13.1%
PSA vs TD
+123.1%
-109.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | -2.2% | -1.9% | -0.3% | -1.5% |
| 30D | -9.6% | -1.6% | -7.9% | -9.1% |
| 3M | -7.9% | +4.6% | -12.5% | -9.8% |
| 6M | -2.0% | +26.8% | -28.8% | -10.7% |
| YTD | +15.7% | +28.3% | -12.6% | +4.9% |
| 1Y | +5.8% | +60.4% | -54.7% | -12.0% |
| 3Y | +21.6% | +125.7% | -104.2% | -12.1% |
| 5Y | +13.1% | +122.4% | -109.2% | -10.9% |
| All | +13.1% | +123.1% | -109.9% | -10.9% |
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