+511.6%
TD vs PSLV
+109.5%
+402.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -0.5% | -3.5% | +2.9% | -0.2% |
| 30D | -1.9% | -2.1% | +0.3% | -1.7% |
| 3M | +4.8% | -1.6% | +6.4% | +4.7% |
| 6M | +28.0% | -25.5% | +53.5% | +31.5% |
| YTD | +30.3% | -11.4% | +41.7% | +29.1% |
| 1Y | +59.8% | +48.6% | +11.2% | +47.5% |
| 3Y | +124.7% | +166.9% | -42.2% | +90.9% |
| 5Y | +127.0% | +152.4% | -25.5% | +92.6% |
| 10Y | +303.2% | +187.8% | +115.4% | +228.2% |
| All | +511.6% | +109.5% | +402.1% | +386.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling