+217.9%
XLE vs TDY
+39.0%
+178.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | +1.7% | -1.1% | +2.8% | +2.0% |
| 30D | +6.7% | -12.0% | +18.8% | +11.0% |
| 3M | +14.9% | -3.2% | +18.1% | +15.6% |
| 6M | +15.9% | -7.9% | +23.8% | +18.0% |
| YTD | +47.7% | +18.2% | +29.5% | +36.7% |
| 1Y | +50.7% | +6.7% | +44.1% | +44.6% |
| 3Y | +57.9% | +47.5% | +10.3% | +32.3% |
| All | +217.9% | +39.0% | +178.9% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling