+179.0%
XLE vs TD
+300.1%
-121.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.8% |
| 7D | 0.0% | +0.9% | -0.9% | -0.7% |
| 30D | +12.6% | -0.7% | +13.3% | +12.9% |
| 3M | +11.8% | +6.3% | +5.6% | +5.5% |
| 6M | +16.1% | +27.9% | -11.8% | -7.1% |
| YTD | +46.9% | +29.8% | +17.1% | +15.7% |
| 1Y | +53.3% | +63.7% | -10.4% | -1.4% |
| 3Y | +54.9% | +128.3% | -73.4% | -28.0% |
| 5Y | +225.7% | +125.5% | +100.2% | +47.7% |
| All | +179.0% | +300.1% | -121.1% | -22.1% |
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