+74.2%
XLF vs TDG
+52.1%
+22.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | -1.5% | -1.9% | +0.4% | -0.9% |
| 30D | -1.2% | -7.7% | +6.5% | +1.0% |
| 3M | +9.2% | -9.3% | +18.5% | +11.9% |
| 6M | +16.3% | -9.4% | +25.7% | +18.9% |
| YTD | +5.4% | -14.3% | +19.7% | +9.2% |
| 1Y | +7.6% | -11.8% | +19.4% | +10.2% |
| 3Y | +74.2% | +52.0% | +22.2% | +52.4% |
| All | +74.2% | +52.1% | +22.1% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 3y: compounded portfolio wealth divided by compounded TDG 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…
3y analysis · Full analysis span regression · 6 months rolling