+418.6%
THC vs TD
+8,082.4%
-7,663.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +8.8% | -0.7% | +9.5% | +9.4% |
| 30D | +10.0% | +7.6% | +2.4% | +5.5% |
| 3M | +11.7% | +3.0% | +8.7% | +9.4% |
| 6M | +52.5% | +16.8% | +35.6% | +38.0% |
| YTD | +46.1% | +34.3% | +11.7% | +21.2% |
| 1Y | +49.1% | +56.0% | -6.9% | +13.2% |
| 3Y | +439.6% | +132.4% | +307.3% | +218.5% |
| 5Y | +263.2% | +103.7% | +159.5% | +130.6% |
| 10Y | +1,900.5% | +299.2% | +1,601.3% | +819.3% |
| All | +418.6% | +8,082.4% | -7,663.8% | -11.7% |
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