+177.8%
XLE vs TDY
+479.2%
-301.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.3% |
| 7D | +1.7% | -1.1% | +2.8% | +2.3% |
| 30D | +6.7% | -12.0% | +18.8% | +14.1% |
| 3M | +14.9% | -3.2% | +18.1% | +16.1% |
| 6M | +15.9% | -7.9% | +23.8% | +19.1% |
| YTD | +47.7% | +18.2% | +29.5% | +31.1% |
| 1Y | +50.7% | +6.7% | +44.1% | +41.2% |
| 3Y | +57.9% | +47.5% | +10.3% | +19.4% |
| 5Y | +227.0% | +39.5% | +187.5% | +147.6% |
| All | +177.8% | +479.2% | -301.4% | +19.5% |
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