+147.8%
XEL vs TDG
+547.7%
-399.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -0.3% | -1.9% | +1.6% | 0.0% |
| 30D | -3.9% | -7.7% | +3.8% | -2.8% |
| 3M | -2.8% | -9.3% | +6.5% | -1.5% |
| 6M | -5.4% | -9.4% | +4.0% | -4.3% |
| YTD | +3.8% | -14.3% | +18.0% | +5.7% |
| 1Y | +6.8% | -11.8% | +18.7% | +8.2% |
| 3Y | +45.6% | +52.0% | -6.4% | +33.0% |
| 5Y | +30.7% | +128.8% | -98.1% | +9.7% |
| All | +147.8% | +547.7% | -399.9% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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