+347.0%
HWM vs TD
+134.4%
+212.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.4% |
| 7D | +1.6% | -0.6% | +2.2% | +1.9% |
| 30D | -3.9% | +7.9% | -11.9% | -7.2% |
| 3M | -23.2% | +3.1% | -26.4% | -24.3% |
| 6M | -20.0% | +17.2% | -37.2% | -25.6% |
| YTD | +5.7% | +34.7% | -29.0% | -7.4% |
| 1Y | +4.9% | +56.9% | -52.0% | -13.5% |
| 3Y | +347.0% | +134.7% | +212.3% | +211.5% |
| All | +347.0% | +134.4% | +212.6% | +211.5% |
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