+64.3%
XLF vs TD
+125.7%
-61.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -1.5% | -0.5% | -0.9% | -1.2% |
| 30D | -1.2% | -1.9% | +0.7% | -0.2% |
| 3M | +9.2% | +4.8% | +4.4% | +6.0% |
| 6M | +16.3% | +28.0% | -11.7% | +0.1% |
| YTD | +5.4% | +30.3% | -24.9% | -10.2% |
| 1Y | +7.6% | +59.8% | -52.2% | -19.0% |
| 3Y | +74.2% | +124.7% | -50.5% | +4.6% |
| All | +64.3% | +125.7% | -61.4% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling