+72.3%
XLC vs TD
+128.4%
-56.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | +0.6% | +0.9% | -0.3% | +0.3% |
| 30D | +0.2% | -0.7% | +0.9% | +0.4% |
| 3M | +0.6% | +6.3% | -5.6% | -1.5% |
| 6M | -4.5% | +27.9% | -32.4% | -12.5% |
| YTD | -4.7% | +29.8% | -34.5% | -13.2% |
| 1Y | -1.7% | +63.7% | -65.3% | -17.0% |
| 3Y | +72.3% | +128.3% | -56.1% | +29.2% |
| All | +72.3% | +128.4% | -56.1% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling