+130.8%
TD vs PTC
-2.9%
+133.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.7% | -0.9% |
| 7D | +0.3% | -10.3% | +10.6% | +1.2% |
| 30D | +0.4% | +1.1% | -0.7% | +0.2% |
| 3M | +7.6% | +1.6% | +6.0% | +7.4% |
| 6M | +25.0% | -13.5% | +38.5% | +27.5% |
| YTD | +31.0% | -19.1% | +50.1% | +34.8% |
| 1Y | +65.2% | -33.9% | +99.1% | +75.4% |
| All | +130.8% | -2.9% | +133.6% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling