+148.7%
XLK vs TD
+125.7%
+23.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +0.2% | -0.5% | +0.8% | +0.5% |
| 30D | -0.6% | -1.9% | +1.3% | +0.3% |
| 3M | +2.6% | +4.8% | -2.2% | -0.1% |
| 6M | +34.0% | +28.0% | +6.0% | +17.2% |
| YTD | +30.7% | +30.3% | +0.4% | +13.1% |
| 1Y | +39.2% | +59.8% | -20.6% | +8.2% |
| 3Y | +120.4% | +124.7% | -4.3% | +40.6% |
| All | +148.7% | +125.7% | +23.1% | +59.6% |
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