+1,477.5%
XLK vs TD
+4,052.9%
-2,575.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | +2.3% | -1.9% | +4.2% | +3.4% |
| 30D | +0.8% | -1.6% | +2.4% | +1.7% |
| 3M | +4.1% | +4.6% | -0.6% | +1.5% |
| 6M | +34.8% | +26.8% | +7.9% | +18.4% |
| YTD | +30.8% | +28.3% | +2.5% | +14.1% |
| 1Y | +42.4% | +60.4% | -18.1% | +10.1% |
| 3Y | +121.8% | +125.7% | -3.9% | +40.7% |
| 5Y | +146.6% | +122.4% | +24.3% | +56.7% |
| 10Y | +804.3% | +297.1% | +507.2% | +312.2% |
| All | +1,477.5% | +4,052.9% | -2,575.3% | +97.8% |
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