+248.8%
XLF vs TDY
+479.2%
-230.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.1% |
| 7D | -1.5% | -1.1% | -0.3% | -0.9% |
| 30D | -1.2% | -12.0% | +10.9% | +5.3% |
| 3M | +9.2% | -3.2% | +12.4% | +10.5% |
| 6M | +16.3% | -7.9% | +24.2% | +20.1% |
| YTD | +5.4% | +18.2% | -12.8% | -5.2% |
| 1Y | +7.6% | +6.7% | +0.9% | +1.9% |
| 3Y | +74.2% | +47.5% | +26.7% | +36.3% |
| 5Y | +66.1% | +39.5% | +26.6% | +31.6% |
| All | +248.8% | +479.2% | -230.4% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling