+29.5%
XLB vs TDG
-5.9%
+35.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.4% |
| 7D | +3.9% | +7.1% | -3.1% | +2.6% |
| 30D | +8.9% | +11.4% | -2.5% | +6.7% |
| 3M | +4.1% | -4.6% | +8.7% | +4.8% |
| 6M | +7.3% | +5.8% | +1.5% | +6.5% |
| YTD | +20.4% | -8.5% | +28.9% | +17.1% |
| 1Y | +29.5% | -5.8% | +35.4% | +24.6% |
| All | +29.5% | -5.9% | +35.4% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling