+5.6%
HD vs TD
+128.3%
-122.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.5% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -8.4% | +0.4% | -8.8% | -8.7% |
| 3M | +4.3% | +7.6% | -3.3% | +1.0% |
| 6M | -11.1% | +25.0% | -36.1% | -19.0% |
| YTD | -4.7% | +31.0% | -35.7% | -14.7% |
| 1Y | -19.8% | +65.2% | -85.0% | -34.6% |
| All | +5.6% | +128.3% | -122.8% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling