+125.4%
TD vs XHB
+30.4%
+95.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.6% |
| 7D | -2.6% | -5.2% | +2.7% | -0.9% |
| 30D | -1.0% | -12.1% | +11.1% | +3.1% |
| 3M | +5.6% | -6.2% | +11.8% | +7.4% |
| 6M | +27.1% | -6.7% | +33.8% | +29.1% |
| YTD | +29.4% | -5.5% | +34.9% | +30.5% |
| 1Y | +60.7% | -15.6% | +76.3% | +68.0% |
| 3Y | +127.6% | +22.0% | +105.6% | +102.0% |
| 5Y | +125.4% | +31.8% | +93.6% | +88.6% |
| All | +125.4% | +30.4% | +95.0% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling