+820.5%
XLB vs TD
+4,139.7%
-3,319.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | +0.4% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | -0.4% | +0.4% | -0.8% | -0.7% |
| 3M | +2.0% | +7.6% | -5.7% | -2.4% |
| 6M | +1.8% | +25.0% | -23.2% | -10.3% |
| YTD | +16.6% | +31.0% | -14.4% | -0.1% |
| 1Y | +16.9% | +65.2% | -48.2% | -12.0% |
| 3Y | +32.6% | +122.5% | -89.9% | -16.5% |
| 5Y | +35.6% | +124.8% | -89.2% | -15.4% |
| 10Y | +160.0% | +298.2% | -138.2% | +17.7% |
| All | +820.5% | +4,139.7% | -3,319.1% | +67.2% |
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