+20.7%
XLK vs TD
+61.0%
-40.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.5% |
| 7D | -7.6% | +1.4% | -9.0% | -8.2% |
| 30D | -12.2% | +10.2% | -22.4% | -16.6% |
| 3M | -5.5% | +8.1% | -13.6% | -9.4% |
| 6M | +9.2% | +22.3% | -13.1% | -3.2% |
| YTD | +23.0% | +39.0% | -16.0% | -0.9% |
| 1Y | +20.7% | +62.6% | -41.9% | -12.4% |
| All | +20.7% | +61.0% | -40.3% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling