+102.2%
HAS vs TD
+303.3%
-201.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +3.3% | -0.7% | +4.0% | +3.7% |
| 30D | +30.5% | +7.6% | +22.9% | +25.1% |
| 3M | +29.9% | +3.0% | +26.9% | +27.4% |
| 6M | +26.5% | +16.8% | +9.7% | +14.6% |
| YTD | +51.9% | +34.3% | +17.6% | +26.4% |
| 1Y | +60.9% | +56.0% | +4.9% | +22.1% |
| 3Y | +215.0% | +132.4% | +82.6% | +85.1% |
| 5Y | +51.5% | +103.7% | -52.2% | -4.6% |
| 10Y | +102.2% | +299.2% | -196.9% | -24.1% |
| All | +102.2% | +303.3% | -201.0% | -24.1% |
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