+954.4%
TD vs XME
+170.7%
+783.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.6% |
| YTD | +34.2% | -9.3% | +43.6% | +35.9% |
| 1Y | +55.4% | +1.8% | +53.7% | +50.2% |
| 3Y | +130.4% | +93.0% | +37.4% | +68.8% |
| 5Y | +101.8% | +107.0% | -5.2% | +39.8% |
| 10Y | +301.9% | +266.9% | +34.9% | +107.4% |
| All | +954.4% | +170.7% | +783.7% | +402.7% |
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