+143.7%
XLC vs TDY
+198.0%
-54.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.5% |
| 7D | +0.5% | -1.1% | +1.6% | +0.9% |
| 30D | +2.1% | -12.0% | +14.2% | +7.3% |
| 3M | +0.7% | -3.2% | +3.9% | +1.6% |
| 6M | -3.2% | -7.9% | +4.7% | -0.7% |
| YTD | -3.8% | +18.2% | -22.0% | -11.4% |
| 1Y | -2.0% | +6.7% | -8.7% | -6.0% |
| 3Y | +71.4% | +47.5% | +23.8% | +41.6% |
| 5Y | +40.7% | +39.5% | +1.2% | +17.7% |
| All | +143.7% | +198.0% | -54.3% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling