+166.9%
XLE vs TDG
+125.9%
+41.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | +5.4% | +1.7% | +3.7% | +5.0% |
| 30D | -3.9% | +9.7% | -13.6% | -5.9% |
| 3M | +7.0% | -2.3% | +9.3% | +7.4% |
| 6M | +14.2% | +1.3% | +12.9% | +12.9% |
| YTD | +48.2% | -8.5% | +56.6% | +49.2% |
| 1Y | +47.7% | -8.1% | +55.8% | +48.5% |
| 3Y | +70.0% | +43.4% | +26.6% | +42.8% |
| All | +166.9% | +125.9% | +41.1% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling