+173.9%
XLE vs TD
+302.8%
-128.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.6% |
| 7D | -0.2% | -3.1% | +2.8% | +2.2% |
| 30D | -4.0% | +6.7% | -10.7% | -9.1% |
| 3M | +4.6% | +3.1% | +1.5% | +1.2% |
| 6M | +12.3% | +17.6% | -5.3% | -3.3% |
| YTD | +44.5% | +34.8% | +9.8% | +9.9% |
| 1Y | +42.4% | +55.6% | -13.2% | -4.5% |
| 3Y | +67.0% | +133.1% | -66.1% | -23.6% |
| 5Y | +161.9% | +104.7% | +57.3% | +31.4% |
| 10Y | +173.9% | +303.6% | -129.7% | -11.3% |
| All | +173.9% | +302.8% | -128.9% | -11.3% |
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 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