+50.4%
IJH vs TD
+127.3%
-76.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -1.9% | -0.5% | -1.3% | -1.6% |
| 30D | -4.6% | -1.9% | -2.7% | -3.8% |
| 3M | -1.2% | +4.8% | -5.9% | -3.7% |
| 6M | +9.4% | +28.0% | -18.6% | -3.9% |
| YTD | +13.3% | +30.3% | -17.0% | -1.4% |
| 1Y | +13.4% | +59.8% | -46.4% | -11.0% |
| 3Y | +50.4% | +124.7% | -74.3% | -2.1% |
| All | +50.4% | +127.3% | -76.9% | -2.1% |
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 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