+36.5%
XLB vs TD
+125.7%
-89.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.5% |
| 7D | -0.2% | +0.9% | -1.1% | -0.7% |
| 30D | -1.7% | -0.7% | -1.1% | -1.5% |
| 3M | +4.4% | +6.3% | -1.9% | +0.5% |
| 6M | +5.0% | +27.9% | -22.9% | -9.0% |
| YTD | +15.5% | +29.8% | -14.3% | -0.9% |
| 1Y | +14.9% | +63.7% | -48.7% | -13.8% |
| 3Y | +34.5% | +128.3% | -93.8% | -18.5% |
| All | +36.5% | +125.7% | -89.2% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling