+12,772.9%
TDG vs XHB
+165.0%
+12,607.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.3% |
| 7D | -2.7% | -5.2% | +2.6% | +0.1% |
| 30D | -9.3% | -12.1% | +2.9% | -2.9% |
| 3M | -7.1% | -6.2% | -0.8% | -4.2% |
| 6M | -11.2% | -6.7% | -4.4% | -8.3% |
| YTD | -15.3% | -5.5% | -9.8% | -13.8% |
| 1Y | -12.5% | -15.6% | +3.2% | -5.7% |
| 3Y | +51.2% | +22.0% | +29.2% | +28.3% |
| 5Y | +126.1% | +31.8% | +94.3% | +81.5% |
| 10Y | +536.2% | +208.1% | +328.2% | +233.2% |
| All | +12,772.9% | +165.0% | +12,607.8% | +4,891.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling