+508.9%
XLP vs TD
+4,139.7%
-3,630.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -0.9% | +0.4% | -1.3% | -1.1% |
| 3M | +3.8% | +7.6% | -3.8% | +1.6% |
| 6M | -1.7% | +25.0% | -26.7% | -7.7% |
| YTD | +10.3% | +31.0% | -20.8% | +2.2% |
| 1Y | +7.8% | +65.2% | -57.4% | -6.1% |
| 3Y | +27.2% | +122.5% | -95.3% | +1.4% |
| 5Y | +32.5% | +124.8% | -92.3% | +4.5% |
| 10Y | +101.8% | +298.2% | -196.4% | +34.4% |
| All | +508.9% | +4,139.7% | -3,630.7% | +149.0% |
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