+217.6%
XLF vs TDG
+12,853.5%
-12,635.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -2.9% | -2.7% | -0.2% | -1.6% |
| 30D | -1.6% | -9.3% | +7.7% | +3.0% |
| 3M | +9.3% | -7.1% | +16.3% | +12.6% |
| 6M | +14.6% | -11.2% | +25.7% | +19.9% |
| YTD | +4.7% | -15.3% | +20.0% | +11.6% |
| 1Y | +8.6% | -12.5% | +21.1% | +13.6% |
| 3Y | +73.9% | +51.2% | +22.7% | +34.6% |
| 5Y | +65.0% | +126.1% | -61.1% | +1.9% |
| 10Y | +250.4% | +536.2% | -285.8% | +10.7% |
| All | +217.6% | +12,853.5% | -12,635.8% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling