+294.4%
TD vs XME
+260.6%
+33.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | +5.2% | -6.1% | +11.3% | +7.5% |
| 3M | +1.2% | -18.6% | +19.8% | +8.7% |
| 6M | +17.7% | -23.9% | +41.6% | +28.5% |
| YTD | +34.2% | -9.3% | +43.6% | +35.6% |
| 1Y | +55.4% | +1.8% | +53.7% | +49.7% |
| 3Y | +130.4% | +93.0% | +37.4% | +65.0% |
| 5Y | +101.8% | +107.0% | -5.2% | +35.1% |
| All | +294.4% | +260.6% | +33.8% | +74.0% |
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