+19.9%
XBI vs TD
+125.7%
-105.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.8% |
| 7D | -4.6% | -0.5% | -4.1% | -4.4% |
| 30D | -2.0% | -1.9% | -0.1% | -1.1% |
| 3M | +17.8% | +4.8% | +13.0% | +14.3% |
| 6M | +23.7% | +28.0% | -4.3% | +7.2% |
| YTD | +28.2% | +30.3% | -2.1% | +9.8% |
| 1Y | +64.0% | +59.8% | +4.2% | +25.0% |
| 3Y | +99.4% | +124.7% | -25.3% | +23.9% |
| All | +19.9% | +125.7% | -105.7% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling