-37.8%
HDB vs TD
+123.1%
-160.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.2% |
| 7D | -4.9% | -1.9% | -3.0% | -4.0% |
| 30D | -5.8% | -1.6% | -4.2% | -5.2% |
| 3M | -5.2% | +4.6% | -9.8% | -7.3% |
| 6M | -25.7% | +26.8% | -52.5% | -33.7% |
| YTD | -39.6% | +28.3% | -67.9% | -46.4% |
| 1Y | -36.9% | +60.4% | -97.4% | -49.6% |
| 3Y | -29.7% | +125.7% | -155.4% | -53.0% |
| 5Y | -37.8% | +122.4% | -160.1% | -57.2% |
| All | -37.8% | +123.1% | -160.8% | -57.2% |
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