+163.9%
XLE vs TD
+303.3%
-139.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | -6.7% | -0.7% | -6.0% | -6.4% |
| 30D | -4.4% | +7.6% | -12.0% | -10.1% |
| 3M | +4.0% | +3.0% | +1.0% | +0.7% |
| 6M | +13.2% | +16.8% | -3.7% | -2.0% |
| YTD | +41.9% | +34.3% | +7.6% | +8.1% |
| 1Y | +41.6% | +56.0% | -14.3% | -5.2% |
| 3Y | +64.0% | +132.4% | -68.4% | -24.8% |
| 5Y | +158.1% | +103.7% | +54.5% | +30.0% |
| 10Y | +163.9% | +299.2% | -135.2% | -17.8% |
| All | +163.9% | +303.3% | -139.3% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling