+1,581.2%
HWM vs TD
+283.6%
+1,297.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.5% |
| 7D | -8.0% | -1.9% | -6.1% | -6.3% |
| 30D | -18.0% | -1.6% | -16.4% | -16.8% |
| 3M | -9.5% | +4.6% | -14.1% | -13.5% |
| 6M | -8.4% | +26.8% | -35.2% | -26.8% |
| YTD | +13.6% | +28.3% | -14.7% | -10.6% |
| 1Y | +30.2% | +60.4% | -30.2% | -17.3% |
| 3Y | +392.2% | +125.7% | +266.5% | +116.1% |
| 5Y | +645.2% | +122.4% | +522.8% | +222.2% |
| All | +1,581.2% | +283.6% | +1,297.6% | +313.2% |
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 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