-15.6%
XYL vs TD
+122.4%
-138.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.5% |
| 7D | -1.2% | -2.6% | +1.3% | +0.1% |
| 30D | -13.2% | -1.0% | -12.2% | -12.8% |
| 3M | -0.2% | +5.6% | -5.8% | -3.4% |
| 6M | -12.5% | +27.1% | -39.6% | -23.5% |
| YTD | -20.9% | +29.4% | -50.3% | -31.5% |
| 1Y | -21.6% | +60.7% | -82.2% | -39.6% |
| 3Y | +16.1% | +127.6% | -111.5% | -27.8% |
| 5Y | -15.6% | +125.4% | -141.0% | -46.0% |
| All | -15.6% | +122.4% | -138.0% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling