+34.0%
XLB vs TDY
+39.0%
-5.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.2% |
| 7D | -2.8% | -1.1% | -1.7% | -2.3% |
| 30D | -3.1% | -12.0% | +8.9% | +2.8% |
| 3M | -0.2% | -3.2% | +3.0% | +1.0% |
| 6M | +3.1% | -7.9% | +10.9% | +6.5% |
| YTD | +13.3% | +18.2% | -5.0% | +3.2% |
| 1Y | +12.0% | +6.7% | +5.4% | +7.1% |
| 3Y | +31.4% | +47.5% | -16.1% | +4.8% |
| All | +34.0% | +39.0% | -5.1% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling