+1,024.7%
XLE vs TD
+4,139.7%
-3,114.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.1% |
| 7D | +2.2% | +0.3% | +1.9% | +2.0% |
| 30D | +11.8% | +0.4% | +11.4% | +11.3% |
| 3M | +9.8% | +7.6% | +2.2% | +4.6% |
| 6M | +15.6% | +25.0% | -9.4% | +0.1% |
| YTD | +45.3% | +31.0% | +14.2% | +22.1% |
| 1Y | +48.3% | +65.2% | -16.9% | +8.4% |
| 3Y | +55.4% | +122.5% | -67.1% | -6.3% |
| 5Y | +216.1% | +124.8% | +91.3% | +88.5% |
| 10Y | +178.4% | +298.2% | -119.8% | +24.8% |
| All | +1,024.7% | +4,139.7% | -3,114.9% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling