+513.3%
XRT vs TD
+938.2%
-424.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.8% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | -4.2% | +0.4% | -4.6% | -4.6% |
| 3M | +5.1% | +7.6% | -2.6% | -0.1% |
| 6M | +2.4% | +25.0% | -22.6% | -11.5% |
| YTD | +3.2% | +31.0% | -27.8% | -13.6% |
| 1Y | +1.5% | +65.2% | -63.7% | -26.7% |
| 3Y | +40.6% | +122.5% | -81.9% | -17.0% |
| 5Y | -1.0% | +124.8% | -125.8% | -42.1% |
| 10Y | +128.4% | +298.2% | -169.8% | -8.8% |
| All | +513.3% | +938.2% | -424.9% | +38.2% |
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