+228.7%
HL vs TD
+125.7%
+103.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.8% |
| 7D | -4.4% | -0.5% | -3.8% | -4.0% |
| 30D | +9.3% | -1.9% | +11.2% | +10.9% |
| 3M | +32.0% | +4.8% | +27.2% | +26.0% |
| 6M | -6.4% | +28.0% | -34.4% | -25.2% |
| YTD | +3.1% | +30.3% | -27.2% | -18.6% |
| 1Y | +77.6% | +59.8% | +17.8% | +17.5% |
| 3Y | +392.8% | +124.7% | +268.1% | +139.9% |
| All | +228.7% | +125.7% | +103.0% | +54.9% |
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