+1,463.9%
HWM vs TD
+302.8%
+1,161.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +3.7% |
| 7D | +1.6% | -0.6% | +2.2% | +2.1% |
| 30D | -3.9% | +7.9% | -11.9% | -10.7% |
| 3M | -23.2% | +3.1% | -26.4% | -25.7% |
| 6M | -20.0% | +17.2% | -37.2% | -31.5% |
| YTD | +5.7% | +34.7% | -29.0% | -20.8% |
| 1Y | +4.9% | +56.9% | -52.0% | -32.1% |
| 3Y | +347.0% | +134.7% | +212.3% | +89.2% |
| 5Y | +563.0% | +104.8% | +458.2% | +216.9% |
| 10Y | +1,579.2% | +305.8% | +1,273.3% | +292.6% |
| All | +1,463.9% | +302.8% | +1,161.1% | +266.1% |
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