+125.4%
TD vs HRB
+109.9%
+15.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -2.6% | -12.2% | +9.6% | -1.2% |
| 30D | -1.0% | -3.0% | +1.9% | -0.9% |
| 3M | +5.6% | +21.7% | -16.1% | +2.6% |
| 6M | +27.1% | +52.3% | -25.2% | +19.0% |
| YTD | +29.4% | +6.5% | +22.9% | +28.3% |
| 1Y | +60.7% | -6.7% | +67.4% | +62.8% |
| 3Y | +127.6% | +25.1% | +102.5% | +113.8% |
| 5Y | +125.4% | +113.8% | +11.6% | +93.8% |
| All | +125.4% | +109.9% | +15.5% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling