+124.6%
XLP vs TD
+302.2%
-177.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +0.7% | -1.7% | +2.4% | +1.3% |
| 30D | +10.3% | +8.2% | +2.0% | +7.6% |
| 3M | +6.5% | +1.7% | +4.8% | +5.8% |
| 6M | +8.4% | +14.2% | -5.9% | +3.5% |
| YTD | +18.2% | +32.8% | -14.6% | +7.3% |
| 1Y | +22.4% | +55.5% | -33.1% | +5.4% |
| 3Y | +41.9% | +129.6% | -87.7% | +6.0% |
| 5Y | +40.9% | +102.2% | -61.3% | +8.8% |
| All | +124.6% | +302.2% | -177.6% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling