+50.7%
XLE vs TDY
+10.5%
+40.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.3% |
| 7D | +1.7% | -1.1% | +2.8% | +1.7% |
| 30D | +6.7% | -12.0% | +18.8% | +7.4% |
| 3M | +14.9% | -3.2% | +18.1% | +14.7% |
| 6M | +15.9% | -7.9% | +23.8% | +17.1% |
| YTD | +47.7% | +18.2% | +29.5% | +41.5% |
| 1Y | +50.7% | +6.7% | +44.1% | +44.1% |
| All | +50.7% | +10.5% | +40.2% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling