+1,149.3%
PSX vs TD
+421.1%
+728.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +6.4% | +0.6% | +5.8% | +6.0% |
| 30D | -10.2% | +5.0% | -15.1% | -13.9% |
| 3M | +17.2% | +1.1% | +16.1% | +15.2% |
| 6M | +51.8% | +16.5% | +35.3% | +31.7% |
| YTD | +108.0% | +34.3% | +73.7% | +58.4% |
| 1Y | +96.1% | +52.9% | +43.3% | +33.5% |
| 3Y | +155.9% | +132.2% | +23.6% | +18.4% |
| 5Y | +306.9% | +101.9% | +205.0% | +109.2% |
| 10Y | +364.5% | +302.0% | +62.5% | +32.5% |
| All | +1,149.3% | +421.1% | +728.1% | +156.4% |
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 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