+448.6%
HWM vs TD
+130.5%
+318.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | -2.1% | +0.3% | -2.4% | -2.3% |
| 30D | -11.0% | +0.4% | -11.4% | -11.2% |
| 3M | +4.0% | +7.6% | -3.6% | +0.4% |
| 6M | -0.2% | +25.0% | -25.2% | -10.3% |
| YTD | +26.7% | +31.0% | -4.4% | +11.5% |
| 1Y | +44.7% | +65.2% | -20.5% | +15.0% |
| All | +448.6% | +130.5% | +318.1% | +257.7% |
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 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