+80.4%
XLI vs TD
+122.4%
-42.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.1% |
| 7D | -2.3% | -2.6% | +0.3% | -1.0% |
| 30D | -8.2% | -1.0% | -7.1% | -7.8% |
| 3M | +0.8% | +5.6% | -4.9% | -2.2% |
| 6M | +0.8% | +27.1% | -26.3% | -11.0% |
| YTD | +10.5% | +29.4% | -18.9% | -3.4% |
| 1Y | +14.1% | +60.7% | -46.6% | -10.7% |
| 3Y | +68.6% | +127.6% | -59.0% | +8.4% |
| 5Y | +80.4% | +125.4% | -45.0% | +12.6% |
| All | +80.4% | +122.4% | -42.0% | +12.6% |
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 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