+113.9%
SOXX vs TD
+64.8%
+49.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.7% |
| 7D | +2.2% | +0.3% | +1.9% | +1.8% |
| 30D | -2.0% | +0.4% | -2.4% | -2.4% |
| 3M | -13.7% | +7.6% | -21.3% | -19.4% |
| 6M | +52.4% | +25.0% | +27.4% | +24.3% |
| YTD | +72.8% | +31.0% | +41.8% | +36.2% |
| 1Y | +113.9% | +65.2% | +48.7% | +51.7% |
| All | +113.9% | +64.8% | +49.1% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling