+256.9%
HL vs TD
+306.3%
-49.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.7% |
| 7D | -4.4% | -0.5% | -3.8% | -4.0% |
| 30D | +9.3% | -1.9% | +11.2% | +10.7% |
| 3M | +32.0% | +4.8% | +27.2% | +27.1% |
| 6M | -6.4% | +28.0% | -34.4% | -22.3% |
| YTD | +3.1% | +30.3% | -27.2% | -15.2% |
| 1Y | +77.6% | +59.8% | +17.8% | +25.9% |
| 3Y | +392.8% | +124.7% | +268.1% | +172.0% |
| 5Y | +234.1% | +127.0% | +107.1% | +83.6% |
| All | +256.9% | +306.3% | -49.4% | +17.7% |
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 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