+227.7%
XLE vs TDG
+131.7%
+96.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | +0.3% | -2.4% | +2.8% | +0.9% |
| 30D | +8.5% | -8.0% | +16.5% | +10.5% |
| 3M | +14.6% | -10.5% | +25.1% | +17.0% |
| 6M | +17.6% | -11.9% | +29.5% | +19.8% |
| YTD | +48.1% | -15.4% | +63.4% | +52.0% |
| 1Y | +53.8% | -14.2% | +68.0% | +56.8% |
| 3Y | +56.2% | +51.0% | +5.2% | +26.6% |
| 5Y | +227.7% | +126.5% | +101.3% | +116.5% |
| All | +227.7% | +131.7% | +96.0% | +116.5% |
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