+135.8%
XLC vs TD
+204.5%
-68.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | +3.5% | -3.1% | +6.5% | +5.0% |
| 30D | -2.6% | +6.7% | -9.2% | -5.7% |
| 3M | -2.1% | +3.1% | -5.2% | -3.8% |
| 6M | -5.5% | +17.6% | -23.1% | -13.4% |
| YTD | -6.9% | +34.8% | -41.7% | -20.5% |
| 1Y | -3.7% | +55.6% | -59.3% | -23.6% |
| 3Y | +64.2% | +133.1% | -68.9% | +4.2% |
| 5Y | +43.0% | +104.7% | -61.6% | -3.5% |
| All | +135.8% | +204.5% | -68.7% | +27.3% |
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