+25.0%
HL vs TD
+61.0%
-36.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +2.8% | +10.4% | +10.0% |
| 7D | +0.2% | +1.4% | -1.2% | -1.1% |
| 30D | -12.1% | +10.2% | -22.4% | -20.6% |
| 3M | -2.8% | +8.1% | -11.0% | -10.9% |
| 6M | -14.9% | +22.3% | -37.2% | -34.2% |
| YTD | -22.0% | +39.0% | -61.1% | -48.8% |
| 1Y | +25.0% | +62.6% | -37.6% | -33.7% |
| All | +25.0% | +61.0% | -36.0% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling