+142.8%
XYL vs TD
+306.3%
-163.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | +1.2% | -0.5% | +1.7% | +1.5% |
| 30D | -11.9% | -1.9% | -10.0% | -11.0% |
| 3M | -1.5% | +4.8% | -6.3% | -4.9% |
| 6M | -11.9% | +28.0% | -39.9% | -25.6% |
| YTD | -20.6% | +30.3% | -50.9% | -33.8% |
| 1Y | -23.5% | +59.8% | -83.3% | -44.5% |
| 3Y | +14.9% | +124.7% | -109.8% | -35.2% |
| 5Y | -15.3% | +127.0% | -142.2% | -53.4% |
| All | +142.8% | +306.3% | -163.5% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling