+432.8%
XYL vs TD
+486.0%
-53.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.2% |
| 7D | -5.0% | +0.3% | -5.4% | -5.2% |
| 30D | -13.2% | +0.4% | -13.6% | -13.6% |
| 3M | -3.7% | +7.6% | -11.3% | -8.6% |
| 6M | -17.7% | +25.0% | -42.7% | -29.2% |
| YTD | -21.5% | +31.0% | -52.5% | -34.6% |
| 1Y | -24.5% | +65.2% | -89.7% | -46.1% |
| 3Y | +6.9% | +122.5% | -115.6% | -38.6% |
| 5Y | -18.1% | +124.8% | -142.9% | -54.0% |
| 10Y | +134.7% | +298.2% | -163.5% | -12.4% |
| All | +432.8% | +486.0% | -53.2% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling