+101.9%
HAS vs TD
+311.5%
-209.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.8% |
| 7D | +2.2% | -0.6% | +2.8% | +2.5% |
| 30D | +29.6% | +7.9% | +21.6% | +24.0% |
| 3M | +30.3% | +3.1% | +27.1% | +27.7% |
| 6M | +25.6% | +17.2% | +8.4% | +13.5% |
| YTD | +50.8% | +34.7% | +16.1% | +25.2% |
| 1Y | +63.0% | +56.9% | +6.1% | +23.3% |
| 3Y | +211.6% | +134.7% | +76.8% | +82.0% |
| 5Y | +50.4% | +104.8% | -54.4% | -5.6% |
| 10Y | +101.9% | +305.8% | -203.9% | -25.6% |
| All | +101.9% | +311.5% | -209.6% | -25.6% |
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