+125.4%
TD vs PTC
+0.6%
+124.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -2.6% | -14.2% | +11.7% | -0.1% |
| 30D | -1.0% | -14.4% | +13.4% | +1.4% |
| 3M | +5.6% | -4.7% | +10.3% | +5.8% |
| 6M | +27.1% | -19.3% | +46.4% | +31.4% |
| YTD | +29.4% | -26.1% | +55.5% | +36.0% |
| 1Y | +60.7% | -37.1% | +97.7% | +74.7% |
| 3Y | +127.6% | -10.4% | +138.0% | +121.4% |
| 5Y | +125.4% | +2.5% | +122.9% | +107.2% |
| All | +125.4% | +0.6% | +124.8% | +107.2% |
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