+301.7%
TD vs PTC
+206.2%
+95.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | +0.4% |
| 7D | +0.9% | -12.8% | +13.6% | +4.0% |
| 30D | -0.7% | -9.8% | +9.1% | +1.5% |
| 3M | +6.3% | -2.1% | +8.3% | +5.8% |
| 6M | +27.9% | -18.1% | +46.0% | +32.7% |
| YTD | +29.8% | -23.5% | +53.3% | +36.8% |
| 1Y | +63.7% | -37.4% | +101.0% | +81.3% |
| 3Y | +128.3% | -7.2% | +135.6% | +122.2% |
| 5Y | +125.5% | +2.7% | +122.8% | +108.6% |
| All | +301.7% | +206.2% | +95.5% | +156.3% |
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