+52.0%
TDG vs XHB
+23.1%
+28.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.7% |
| 7D | -1.9% | -4.6% | +2.8% | -0.3% |
| 30D | -7.7% | -9.1% | +1.4% | -4.7% |
| 3M | -9.3% | -8.6% | -0.8% | -6.7% |
| 6M | -9.4% | -4.0% | -5.4% | -8.2% |
| YTD | -14.3% | -3.9% | -10.3% | -13.6% |
| 1Y | -11.8% | -16.5% | +4.6% | -7.4% |
| 3Y | +52.0% | +22.6% | +29.4% | +41.0% |
| All | +52.0% | +23.1% | +28.9% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling