+412.9%
XLF vs TD
+4,052.9%
-3,640.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.4% |
| 7D | -1.0% | -1.9% | +0.9% | +0.4% |
| 30D | -1.3% | -1.6% | +0.3% | -0.3% |
| 3M | +9.1% | +4.6% | +4.5% | +5.0% |
| 6M | +14.4% | +26.8% | -12.5% | -5.1% |
| YTD | +5.1% | +28.3% | -23.2% | -13.7% |
| 1Y | +8.6% | +60.4% | -51.8% | -24.8% |
| 3Y | +74.4% | +125.7% | -51.3% | -9.0% |
| 5Y | +64.4% | +122.4% | -58.0% | -14.4% |
| 10Y | +251.6% | +297.1% | -45.5% | +16.8% |
| All | +412.9% | +4,052.9% | -3,640.0% | -52.7% |
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