+141.3%
XLC vs TD
+192.4%
-51.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | -1.7% | -2.6% | +0.9% | -0.4% |
| 30D | +0.2% | -1.0% | +1.2% | +0.6% |
| 3M | +0.7% | +5.6% | -4.9% | -2.3% |
| 6M | -4.5% | +27.1% | -31.6% | -15.7% |
| YTD | -4.7% | +29.4% | -34.1% | -16.9% |
| 1Y | -1.5% | +60.7% | -62.2% | -23.1% |
| 3Y | +72.2% | +127.6% | -55.4% | +10.5% |
| 5Y | +39.3% | +125.4% | -86.1% | -10.7% |
| All | +141.3% | +192.4% | -51.1% | +33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling