+7.4%
HD vs TD
+123.5%
-116.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | -1.2% | +0.9% | -2.0% | -1.6% |
| 30D | -11.1% | -0.7% | -10.5% | -11.0% |
| 3M | +2.0% | +6.3% | -4.2% | -1.0% |
| 6M | -10.5% | +27.9% | -38.4% | -20.0% |
| YTD | -6.9% | +29.8% | -36.7% | -17.5% |
| 1Y | -23.2% | +63.7% | -86.8% | -38.9% |
| 3Y | +3.1% | +128.3% | -125.3% | -30.8% |
| 5Y | +7.4% | +125.5% | -118.1% | -27.4% |
| All | +7.4% | +123.5% | -116.1% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling