+101.4%
TD vs XHB
+28.9%
+72.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.3% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +5.2% | +9.9% | -4.7% | +1.9% |
| 3M | +1.2% | -6.3% | +7.5% | +3.2% |
| 6M | +17.7% | +3.8% | +13.9% | +15.6% |
| YTD | +34.2% | +0.1% | +34.1% | +32.7% |
| 1Y | +55.4% | -0.8% | +56.2% | +54.0% |
| 3Y | +130.4% | +35.6% | +94.8% | +96.6% |
| All | +101.4% | +28.9% | +72.5% | +67.9% |
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