+101.5%
TD vs PTC
+55.9%
+45.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.7% | -0.2% | -1.4% | -1.7% |
| 30D | +8.2% | +0.8% | +7.5% | +8.1% |
| 3M | +1.7% | +32.1% | -30.4% | -2.6% |
| 6M | +14.2% | +42.6% | -28.4% | +7.4% |
| YTD | +32.8% | +12.0% | +20.8% | +31.0% |
| 1Y | +55.5% | +12.2% | +43.3% | +53.2% |
| 3Y | +129.6% | +31.2% | +98.4% | +111.4% |
| All | +101.5% | +55.9% | +45.6% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling