+1,474.6%
HWM vs TD
+300.0%
+1,174.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +7.3% | +1.1% | +6.2% | +6.3% |
| 30D | +1.6% | +5.2% | -3.6% | -3.2% |
| 3M | -21.9% | +1.2% | -23.1% | -23.1% |
| 6M | -19.0% | +17.7% | -36.8% | -31.0% |
| YTD | +7.9% | +34.2% | -26.3% | -18.8% |
| 1Y | +9.9% | +55.4% | -45.5% | -28.1% |
| 3Y | +342.1% | +130.4% | +211.7% | +90.6% |
| 5Y | +600.8% | +101.8% | +499.0% | +240.2% |
| All | +1,474.6% | +300.0% | +1,174.6% | +247.7% |
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