+303.8%
TD vs XME
+421.4%
-117.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -0.5% | -4.2% | +3.7% | +1.0% |
| 30D | -1.9% | -2.7% | +0.8% | -1.1% |
| 3M | +4.8% | -3.9% | +8.7% | +5.7% |
| 6M | +28.0% | -1.0% | +29.0% | +26.7% |
| YTD | +30.3% | +9.8% | +20.5% | +23.1% |
| 1Y | +59.8% | +32.5% | +27.2% | +38.9% |
| 3Y | +124.7% | +124.3% | +0.4% | +53.9% |
| 5Y | +127.0% | +165.8% | -38.8% | +39.1% |
| All | +303.8% | +421.4% | -117.5% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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