-31.5%
XYL vs TD
+61.0%
-92.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.8% | +2.2% | +3.6% |
| 7D | +14.5% | +1.4% | +13.2% | +13.7% |
| 30D | -1.3% | +10.2% | -11.6% | -5.8% |
| 3M | -17.0% | +8.1% | -25.1% | -20.3% |
| 6M | -11.3% | +22.3% | -33.6% | -21.6% |
| YTD | -25.0% | +39.0% | -64.0% | -38.6% |
| 1Y | -31.5% | +62.6% | -94.2% | -47.2% |
| All | -31.5% | +61.0% | -92.6% | -47.2% |
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