+406.2%
THC vs TD
+7,985.3%
-7,579.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | +3.7% | -1.7% | +5.4% | +4.8% |
| 30D | +9.0% | +8.2% | +0.8% | +4.2% |
| 3M | +10.4% | +1.7% | +8.7% | +8.9% |
| 6M | +45.7% | +14.2% | +31.4% | +33.6% |
| YTD | +42.6% | +32.8% | +9.8% | +19.1% |
| 1Y | +38.8% | +55.5% | -16.7% | +5.5% |
| 3Y | +418.8% | +129.6% | +289.2% | +208.3% |
| 5Y | +275.7% | +102.2% | +173.5% | +139.5% |
| 10Y | +1,496.2% | +306.3% | +1,189.9% | +628.8% |
| All | +406.2% | +7,985.3% | -7,579.1% | -13.2% |
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