+49.9%
XLE vs TD
+61.0%
-11.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.5% | -4.1% |
| 7D | -7.2% | +1.4% | -8.6% | -6.8% |
| 30D | +0.1% | +10.2% | -10.1% | +2.1% |
| 3M | +9.2% | +8.1% | +1.1% | +11.1% |
| 6M | +8.4% | +22.3% | -13.9% | +13.0% |
| YTD | +44.9% | +39.0% | +5.8% | +52.1% |
| 1Y | +49.9% | +62.6% | -12.8% | +57.3% |
| All | +49.9% | +61.0% | -11.2% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling