+41.6%
XLE vs TD
+55.9%
-14.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -6.7% | -0.7% | -6.0% | -6.7% |
| 30D | -4.4% | +7.6% | -12.0% | -2.9% |
| 3M | +4.0% | +3.0% | +1.0% | +4.8% |
| 6M | +13.2% | +16.8% | -3.7% | +17.0% |
| YTD | +41.9% | +34.3% | +7.6% | +48.0% |
| 1Y | +41.6% | +56.0% | -14.3% | +46.8% |
| All | +41.6% | +55.9% | -14.3% | +46.8% |
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 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