+388.8%
GH vs TD
+176.7%
+212.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.4% |
| 7D | -2.5% | -0.5% | -2.0% | -2.2% |
| 30D | -4.7% | -1.9% | -2.8% | -3.8% |
| 3M | +20.2% | +4.8% | +15.5% | +16.8% |
| 6M | +78.8% | +28.0% | +50.8% | +54.9% |
| YTD | +54.1% | +30.3% | +23.8% | +32.0% |
| 1Y | +177.1% | +59.8% | +117.3% | +110.5% |
| 3Y | +371.6% | +124.7% | +246.9% | +193.1% |
| 5Y | +21.9% | +127.0% | -105.0% | -23.6% |
| All | +388.8% | +176.7% | +212.0% | +237.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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