+1,131.3%
PSX vs TD
+403.8%
+727.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.3% |
| 7D | +2.8% | +0.9% | +2.0% | +2.1% |
| 30D | +27.8% | -0.7% | +28.4% | +28.0% |
| 3M | +42.0% | +6.3% | +35.8% | +33.9% |
| 6M | +58.1% | +27.9% | +30.2% | +26.3% |
| YTD | +105.0% | +29.8% | +75.2% | +61.3% |
| 1Y | +104.9% | +63.7% | +41.3% | +31.7% |
| 3Y | +134.1% | +128.3% | +5.7% | +9.9% |
| 5Y | +363.8% | +125.5% | +238.3% | +115.1% |
| 10Y | +370.1% | +296.7% | +73.4% | +36.6% |
| All | +1,131.3% | +403.8% | +727.5% | +161.2% |
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