+59.7%
XOM vs TD
+125.8%
-66.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +1.9% | -2.6% | +4.4% | +2.3% |
| 30D | +4.1% | -1.0% | +5.1% | +4.2% |
| 3M | +10.4% | +5.6% | +4.8% | +9.0% |
| 6M | +13.0% | +27.1% | -14.1% | +6.1% |
| YTD | +40.1% | +29.4% | +10.7% | +30.6% |
| 1Y | +51.1% | +60.7% | -9.6% | +30.7% |
| All | +59.7% | +125.8% | -66.1% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling