+135.3%
PSX vs TD
+123.9%
+11.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +1.0% |
| 7D | +1.8% | -1.9% | +3.7% | +2.4% |
| 30D | +21.6% | -1.6% | +23.2% | +22.1% |
| 3M | +46.5% | +4.6% | +41.8% | +43.5% |
| 6M | +62.0% | +26.8% | +35.2% | +46.2% |
| YTD | +106.3% | +28.3% | +78.0% | +84.9% |
| 1Y | +103.0% | +60.4% | +42.5% | +62.5% |
| All | +135.3% | +123.9% | +11.4% | +57.4% |
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