+253.9%
XLI vs TD
+306.3%
-52.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.6% |
| 7D | -1.7% | -0.5% | -1.1% | -1.3% |
| 30D | -7.3% | -1.9% | -5.4% | -6.2% |
| 3M | -1.3% | +4.8% | -6.1% | -4.5% |
| 6M | +2.2% | +28.0% | -25.8% | -13.0% |
| YTD | +11.7% | +30.3% | -18.6% | -6.2% |
| 1Y | +14.3% | +59.8% | -45.5% | -16.0% |
| 3Y | +70.3% | +124.7% | -54.4% | -1.6% |
| 5Y | +82.3% | +127.0% | -44.6% | +2.1% |
| All | +253.9% | +306.3% | -52.4% | +35.4% |
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