+210.2%
HD vs TD
+295.5%
-85.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | -1.8% | -1.9% | +0.1% | -0.8% |
| 30D | -10.8% | -1.6% | -9.2% | -10.2% |
| 3M | -2.7% | +4.6% | -7.3% | -5.3% |
| 6M | -10.3% | +26.8% | -37.1% | -21.0% |
| YTD | -7.8% | +28.3% | -36.1% | -19.5% |
| 1Y | -23.1% | +60.4% | -83.6% | -40.5% |
| 3Y | +2.0% | +125.7% | -123.7% | -35.1% |
| 5Y | +6.2% | +122.4% | -116.1% | -33.0% |
| 10Y | +210.2% | +297.1% | -86.9% | +45.1% |
| All | +210.2% | +295.5% | -85.3% | +45.1% |
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