+1,093.3%
XLI vs TD
+4,052.9%
-2,959.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.9% |
| 7D | -0.6% | -1.9% | +1.3% | +0.4% |
| 30D | -6.9% | -1.6% | -5.3% | -6.2% |
| 3M | -1.9% | +4.6% | -6.5% | -4.4% |
| 6M | +1.0% | +26.8% | -25.8% | -11.1% |
| YTD | +11.3% | +28.3% | -17.0% | -2.7% |
| 1Y | +15.8% | +60.4% | -44.6% | -10.2% |
| 3Y | +69.8% | +125.7% | -55.9% | +8.4% |
| 5Y | +80.9% | +122.4% | -41.5% | +15.2% |
| 10Y | +257.2% | +297.1% | -39.9% | +67.6% |
| All | +1,093.3% | +4,052.9% | -2,959.6% | +112.3% |
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