+7,930.8%
TD vs PTC
+143.3%
+7,787.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.7% | -0.4% |
| 7D | +0.3% | -10.3% | +10.6% | +2.0% |
| 30D | +0.4% | +1.1% | -0.7% | 0.0% |
| 3M | +7.6% | +1.6% | +6.0% | +6.7% |
| 6M | +25.0% | -13.5% | +38.5% | +26.8% |
| YTD | +31.0% | -19.1% | +50.1% | +34.2% |
| 1Y | +65.2% | -33.9% | +99.1% | +74.5% |
| 3Y | +122.5% | -3.9% | +126.4% | +119.1% |
| 5Y | +124.8% | +6.0% | +118.8% | +115.5% |
| 10Y | +298.2% | +223.7% | +74.5% | +212.8% |
| All | +7,930.8% | +143.3% | +7,787.5% | +4,409.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling