-5.8%
XLC vs TDY
+22.9%
-28.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.8% | +8.2% | +3.9% |
| 7D | +1.8% | -5.0% | +6.8% | +2.3% |
| 30D | -6.0% | +2.0% | -8.0% | -6.4% |
| 3M | -6.0% | -7.7% | +1.7% | -5.1% |
| 6M | -9.1% | -0.9% | -8.2% | -9.3% |
| YTD | -10.0% | +23.7% | -33.8% | -14.8% |
| 1Y | -5.8% | +23.6% | -29.4% | -10.8% |
| All | -5.8% | +22.9% | -28.7% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling