+7,857.5%
TD vs HIG
+847.5%
+7,010.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.5% |
| 7D | +0.9% | -1.1% | +1.9% | +1.1% |
| 30D | -0.7% | -4.9% | +4.3% | +0.4% |
| 3M | +6.3% | +6.8% | -0.5% | +4.6% |
| 6M | +27.9% | -1.7% | +29.6% | +28.0% |
| YTD | +29.8% | -0.2% | +30.0% | +29.4% |
| 1Y | +63.7% | +5.7% | +57.9% | +61.0% |
| 3Y | +128.3% | +100.3% | +28.0% | +94.6% |
| 5Y | +125.5% | +118.5% | +7.0% | +88.4% |
| 10Y | +296.7% | +309.7% | -13.0% | +183.3% |
| All | +7,857.5% | +847.5% | +7,010.0% | +2,966.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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