+845.6%
XLE vs TDY
+7,137.3%
-6,291.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | +2.2% | -1.8% | +4.0% | +2.7% |
| 30D | +11.8% | -10.7% | +22.5% | +15.2% |
| 3M | +9.8% | -1.3% | +11.1% | +9.8% |
| 6M | +15.6% | -10.6% | +26.1% | +18.3% |
| YTD | +45.3% | +19.6% | +25.7% | +37.0% |
| 1Y | +48.3% | +11.6% | +36.7% | +42.2% |
| 3Y | +55.4% | +45.2% | +10.2% | +37.5% |
| 5Y | +216.1% | +36.1% | +180.0% | +182.2% |
| 10Y | +178.4% | +458.8% | -280.4% | +80.4% |
| All | +845.6% | +7,137.3% | -6,291.8% | +360.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling