+303.8%
TD vs XHB
+215.4%
+88.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | 0.0% |
| 7D | -0.5% | -4.6% | +4.1% | +1.5% |
| 30D | -1.9% | -9.1% | +7.2% | +2.2% |
| 3M | +4.8% | -8.6% | +13.3% | +8.4% |
| 6M | +28.0% | -4.0% | +32.0% | +29.1% |
| YTD | +30.3% | -3.9% | +34.2% | +30.8% |
| 1Y | +59.8% | -16.5% | +76.2% | +70.3% |
| 3Y | +124.7% | +22.6% | +102.1% | +92.2% |
| 5Y | +127.0% | +33.9% | +93.0% | +80.7% |
| All | +303.8% | +215.4% | +88.4% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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