+294.4%
TD vs PTC
+312.5%
-18.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | +5.2% | +1.2% | +4.0% | +4.9% |
| 3M | +1.2% | +27.4% | -26.1% | -5.1% |
| 6M | +17.7% | +39.2% | -21.4% | +7.2% |
| YTD | +34.2% | +12.5% | +21.7% | +28.4% |
| 1Y | +55.4% | +12.3% | +43.2% | +48.6% |
| 3Y | +130.4% | +28.8% | +101.6% | +107.0% |
| 5Y | +101.8% | +60.9% | +40.9% | +66.7% |
| All | +294.4% | +312.5% | -18.0% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling