+124.7%
TD vs PSLV
+165.9%
-41.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -0.5% | -3.5% | +2.9% | -0.3% |
| 30D | -1.9% | -2.1% | +0.3% | -1.8% |
| 3M | +4.8% | -1.6% | +6.4% | +4.7% |
| 6M | +28.0% | -25.5% | +53.5% | +30.5% |
| YTD | +30.3% | -11.4% | +41.7% | +28.1% |
| 1Y | +59.8% | +48.6% | +11.2% | +45.4% |
| 3Y | +124.7% | +166.9% | -42.2% | +82.1% |
| All | +124.7% | +165.9% | -41.2% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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