+119.9%
TD vs AHR
+357.7%
-237.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | -1.9% | -4.3% | +2.4% | -1.6% |
| 30D | -1.6% | -3.1% | +1.5% | -1.4% |
| 3M | +4.6% | +15.7% | -11.1% | +3.1% |
| 6M | +26.8% | +4.1% | +22.7% | +26.1% |
| YTD | +28.3% | +15.4% | +12.9% | +26.5% |
| 1Y | +60.4% | +28.0% | +32.5% | +56.4% |
| All | +119.9% | +357.7% | -237.8% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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