+929.1%
TD vs XME
+242.3%
+686.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +0.4% | +6.0% | -5.6% | -2.0% |
| 3M | +7.6% | -7.7% | +15.4% | +10.1% |
| 6M | +25.0% | +1.0% | +24.0% | +22.9% |
| YTD | +31.0% | +14.6% | +16.4% | +22.0% |
| 1Y | +65.2% | +46.0% | +19.2% | +39.0% |
| 3Y | +122.5% | +127.0% | -4.5% | +54.2% |
| 5Y | +124.8% | +175.8% | -51.0% | +39.8% |
| 10Y | +298.2% | +414.6% | -116.4% | +80.8% |
| All | +929.1% | +242.3% | +686.8% | +351.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling