+910.3%
XBI vs TD
+883.1%
+27.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -4.6% | -2.6% | -2.0% | -3.3% |
| 30D | -0.8% | -1.0% | +0.2% | -0.4% |
| 3M | +21.8% | +5.6% | +16.2% | +18.0% |
| 6M | +23.2% | +27.1% | -3.9% | +8.4% |
| YTD | +28.7% | +29.4% | -0.7% | +12.0% |
| 1Y | +67.8% | +60.7% | +7.1% | +30.3% |
| 3Y | +100.6% | +127.6% | -27.0% | +28.8% |
| 5Y | +19.8% | +125.4% | -105.6% | -23.2% |
| 10Y | +159.7% | +300.4% | -140.7% | +21.1% |
| All | +910.3% | +883.1% | +27.2% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling