+373.5%
THC vs TD
+7,879.0%
-7,505.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.4% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | +1.3% | +0.4% | +0.9% | +0.8% |
| 3M | +64.2% | +7.6% | +56.6% | +56.6% |
| 6M | +8.3% | +25.0% | -16.7% | -5.8% |
| YTD | +33.4% | +31.0% | +2.4% | +12.5% |
| 1Y | +37.7% | +65.2% | -27.5% | +0.9% |
| 3Y | +236.8% | +122.5% | +114.3% | +104.0% |
| 5Y | +249.3% | +124.8% | +124.5% | +109.3% |
| 10Y | +995.2% | +298.2% | +697.0% | +406.4% |
| All | +373.5% | +7,879.0% | -7,505.5% | -18.0% |
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