+136.0%
XLC vs TD
+203.3%
-67.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.7% | +1.1% | +2.6% | +3.2% |
| 30D | -1.9% | +5.2% | -7.1% | -4.4% |
| 3M | -3.1% | +1.2% | -4.3% | -3.9% |
| 6M | -6.4% | +17.7% | -24.1% | -14.2% |
| YTD | -6.8% | +34.2% | -41.1% | -20.3% |
| 1Y | -1.7% | +55.4% | -57.1% | -22.0% |
| 3Y | +64.7% | +130.4% | -65.7% | +5.1% |
| 5Y | +41.1% | +101.8% | -60.7% | -4.1% |
| All | +136.0% | +203.3% | -67.3% | +27.7% |
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