+401.8%
XLB vs TDG
+13,063.4%
-12,661.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -0.2% | -0.9% | +0.7% | +0.1% |
| 30D | -1.7% | -6.5% | +4.8% | +0.8% |
| 3M | +4.4% | -5.1% | +9.4% | +6.2% |
| 6M | +5.0% | -11.5% | +16.6% | +9.3% |
| YTD | +15.5% | -13.9% | +29.4% | +20.9% |
| 1Y | +14.9% | -11.5% | +26.4% | +18.7% |
| 3Y | +34.5% | +53.7% | -19.1% | +8.6% |
| 5Y | +36.5% | +135.5% | -99.0% | -8.7% |
| 10Y | +159.6% | +535.2% | -375.6% | +4.6% |
| All | +401.8% | +13,063.4% | -12,661.6% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling