+398.8%
HL vs TD
+125.8%
+273.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.7% |
| 7D | -5.6% | -2.6% | -3.0% | -3.4% |
| 30D | +12.7% | -1.0% | +13.8% | +13.5% |
| 3M | +42.5% | +5.6% | +36.9% | +34.7% |
| 6M | -9.0% | +27.1% | -36.1% | -27.5% |
| YTD | +4.4% | +29.4% | -25.0% | -17.8% |
| 1Y | +82.7% | +60.7% | +22.0% | +19.4% |
| All | +398.8% | +125.8% | +273.0% | +144.0% |
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