+1,106.7%
XLY vs TD
+4,116.7%
-3,009.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | -1.7% | -0.5% | -1.2% | -1.4% |
| 30D | -4.2% | -1.9% | -2.3% | -3.3% |
| 3M | -2.7% | +4.8% | -7.4% | -5.2% |
| 6M | -0.6% | +28.0% | -28.6% | -12.7% |
| YTD | -5.0% | +30.3% | -35.3% | -17.4% |
| 1Y | -4.1% | +59.8% | -63.9% | -24.9% |
| 3Y | +33.6% | +124.7% | -91.1% | -13.1% |
| 5Y | +28.7% | +127.0% | -98.2% | -16.9% |
| 10Y | +219.6% | +303.2% | -83.6% | +51.0% |
| All | +1,106.7% | +4,116.7% | -3,009.9% | +107.5% |
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