+633.7%
XLU vs TD
+4,087.7%
-3,454.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -1.2% | -2.6% | +1.4% | -0.4% |
| 30D | -2.5% | -1.0% | -1.5% | -2.3% |
| 3M | -2.7% | +5.6% | -8.4% | -4.6% |
| 6M | -7.5% | +27.1% | -34.5% | -14.3% |
| YTD | +0.9% | +29.4% | -28.5% | -7.1% |
| 1Y | +3.3% | +60.7% | -57.4% | -11.2% |
| 3Y | +47.3% | +127.6% | -80.3% | +12.7% |
| 5Y | +44.4% | +125.4% | -81.0% | +9.8% |
| 10Y | +140.8% | +300.4% | -159.6% | +50.5% |
| All | +633.7% | +4,087.7% | -3,454.0% | +159.8% |
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