+177.8%
XLE vs TDG
+547.7%
-369.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | +1.7% | -1.9% | +3.6% | +2.4% |
| 30D | +6.7% | -7.7% | +14.4% | +10.2% |
| 3M | +14.9% | -9.3% | +24.2% | +18.7% |
| 6M | +15.9% | -9.4% | +25.3% | +18.2% |
| YTD | +47.7% | -14.3% | +62.0% | +53.4% |
| 1Y | +50.7% | -11.8% | +62.6% | +54.1% |
| 3Y | +57.9% | +52.0% | +5.9% | +20.4% |
| 5Y | +227.0% | +128.8% | +98.2% | +97.4% |
| All | +177.8% | +547.7% | -369.8% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling