+1,520.0%
HWM vs TD
+302.9%
+1,217.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +1.9% | +2.0% |
| 7D | +5.0% | -3.1% | +8.0% | +8.1% |
| 30D | +1.5% | +6.7% | -5.2% | -4.5% |
| 3M | -20.3% | +3.1% | -23.4% | -22.9% |
| 6M | -18.0% | +17.6% | -35.7% | -30.1% |
| YTD | +9.5% | +34.8% | -25.3% | -18.0% |
| 1Y | +7.5% | +55.6% | -48.1% | -29.8% |
| 3Y | +355.7% | +133.1% | +222.5% | +94.3% |
| 5Y | +610.2% | +104.7% | +505.5% | +239.8% |
| 10Y | +1,516.8% | +303.6% | +1,213.2% | +280.0% |
| All | +1,520.0% | +302.9% | +1,217.1% | +279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling