+537.0%
TDG vs XHB
+215.4%
+321.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.1% |
| 7D | -1.9% | -4.6% | +2.8% | +1.3% |
| 30D | -7.7% | -9.1% | +1.4% | -1.5% |
| 3M | -9.3% | -8.6% | -0.8% | -4.1% |
| 6M | -9.4% | -4.0% | -5.4% | -7.7% |
| YTD | -14.3% | -3.9% | -10.3% | -13.6% |
| 1Y | -11.8% | -16.5% | +4.6% | -2.5% |
| 3Y | +52.0% | +22.6% | +29.4% | +16.9% |
| 5Y | +128.8% | +33.9% | +94.9% | +58.6% |
| All | +537.0% | +215.4% | +321.6% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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