-24.5%
XYL vs TD
+64.8%
-89.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.4% |
| 7D | -5.0% | +0.3% | -5.4% | -5.2% |
| 30D | -13.2% | +0.4% | -13.6% | -13.4% |
| 3M | -3.7% | +7.6% | -11.3% | -8.0% |
| 6M | -17.7% | +25.0% | -42.7% | -28.0% |
| YTD | -21.5% | +31.0% | -52.5% | -32.7% |
| 1Y | -24.5% | +65.2% | -89.7% | -40.8% |
| All | -24.5% | +64.8% | -89.3% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling