+954.7%
TD vs XME
+175.1%
+779.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | +0.4% |
| 7D | +0.6% | +5.3% | -4.8% | -1.5% |
| 30D | +5.0% | -8.2% | +13.2% | +8.1% |
| 3M | +1.1% | -18.4% | +19.5% | +8.5% |
| 6M | +16.5% | -22.8% | +39.3% | +26.5% |
| YTD | +34.3% | -7.9% | +42.2% | +35.1% |
| 1Y | +52.9% | -0.9% | +53.7% | +49.2% |
| 3Y | +132.2% | +96.0% | +36.3% | +69.2% |
| 5Y | +101.9% | +110.3% | -8.5% | +39.0% |
| 10Y | +302.0% | +272.8% | +29.1% | +106.2% |
| All | +954.7% | +175.1% | +779.7% | +399.9% |
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 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