+856.0%
XLE vs TDY
+7,071.3%
-6,215.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | 0.0% | -0.9% | +0.9% | +0.2% |
| 30D | +12.6% | -12.5% | +25.1% | +16.7% |
| 3M | +11.8% | -1.2% | +13.0% | +11.8% |
| 6M | +16.1% | -6.6% | +22.6% | +17.4% |
| YTD | +46.9% | +18.5% | +28.4% | +38.8% |
| 1Y | +53.3% | +10.8% | +42.5% | +47.3% |
| 3Y | +54.9% | +47.5% | +7.4% | +36.5% |
| 5Y | +225.7% | +35.8% | +189.9% | +191.0% |
| 10Y | +170.7% | +459.0% | -288.3% | +75.5% |
| All | +856.0% | +7,071.3% | -6,215.3% | +366.7% |
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