+55.7%
HAS vs TD
+295.4%
-239.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.9% |
| 7D | -3.1% | +0.9% | -4.0% | -3.6% |
| 30D | -2.7% | -0.7% | -2.1% | -2.5% |
| 3M | +8.9% | +6.3% | +2.7% | +4.7% |
| 6M | -2.9% | +27.9% | -30.8% | -16.8% |
| YTD | +12.6% | +29.8% | -17.2% | -4.4% |
| 1Y | +17.5% | +63.7% | -46.2% | -13.5% |
| 3Y | +46.2% | +128.3% | -82.1% | -13.4% |
| 5Y | +12.6% | +125.5% | -112.9% | -33.9% |
| 10Y | +55.7% | +296.7% | -241.0% | -38.5% |
| All | +55.7% | +295.4% | -239.7% | -38.5% |
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