+14.0%
XLB vs TD
+61.3%
-47.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.5% |
| 7D | -3.5% | -2.6% | -1.0% | -2.6% |
| 30D | -4.7% | -1.0% | -3.6% | -4.4% |
| 3M | +2.7% | +5.6% | -2.9% | -0.1% |
| 6M | +2.6% | +27.1% | -24.5% | -8.3% |
| YTD | +12.8% | +29.4% | -16.6% | 0.0% |
| 1Y | +14.0% | +60.7% | -46.7% | -5.9% |
| All | +14.0% | +61.3% | -47.3% | -5.9% |
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