+119.9%
XRT vs TD
+303.5%
-183.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | -3.6% | -2.6% | -1.0% | -1.9% |
| 30D | -6.7% | -1.0% | -5.7% | -6.3% |
| 3M | -1.4% | +5.6% | -7.0% | -5.3% |
| 6M | +1.7% | +27.1% | -25.4% | -13.7% |
| YTD | -1.5% | +29.4% | -30.9% | -17.5% |
| 1Y | -2.5% | +60.7% | -63.2% | -29.3% |
| 3Y | +39.9% | +127.6% | -87.7% | -20.8% |
| 5Y | -2.6% | +125.4% | -128.0% | -44.7% |
| All | +119.9% | +303.5% | -183.6% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling