+334.2%
XLE vs TDG
+13,257.8%
-12,923.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | +2.2% | -2.0% | +4.2% | +3.1% |
| 30D | +11.8% | -7.4% | +19.2% | +15.4% |
| 3M | +9.8% | -5.4% | +15.2% | +11.4% |
| 6M | +15.6% | -11.6% | +27.2% | +19.4% |
| YTD | +45.3% | -12.6% | +57.9% | +49.9% |
| 1Y | +48.3% | -9.3% | +57.7% | +49.9% |
| 3Y | +55.4% | +49.2% | +6.3% | +20.7% |
| 5Y | +216.1% | +132.1% | +84.0% | +93.4% |
| 10Y | +178.4% | +544.8% | -366.4% | +1.2% |
| All | +334.2% | +13,257.8% | -12,923.5% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling