+37.6%
XLC vs TD
+123.1%
-85.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -1.4% | -1.9% | +0.5% | -0.5% |
| 30D | -0.9% | -1.6% | +0.7% | -0.3% |
| 3M | -0.3% | +4.6% | -4.9% | -2.7% |
| 6M | -5.2% | +26.8% | -32.0% | -15.6% |
| YTD | -5.3% | +28.3% | -33.6% | -16.3% |
| 1Y | -2.8% | +60.4% | -63.3% | -23.0% |
| 3Y | +71.2% | +125.7% | -54.5% | +12.6% |
| 5Y | +37.6% | +122.4% | -84.8% | -9.6% |
| All | +37.6% | +123.1% | -85.5% | -9.6% |
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