+654.7%
XLI vs TDG
+12,839.7%
-12,185.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.8% |
| 7D | -0.6% | -2.4% | +1.9% | +0.4% |
| 30D | -6.9% | -8.0% | +1.1% | -3.8% |
| 3M | -1.9% | -10.5% | +8.5% | +2.4% |
| 6M | +1.0% | -11.9% | +12.9% | +5.7% |
| YTD | +11.3% | -15.4% | +26.7% | +18.0% |
| 1Y | +15.8% | -14.2% | +30.0% | +21.7% |
| 3Y | +69.8% | +51.0% | +18.8% | +38.9% |
| 5Y | +80.9% | +126.5% | -45.6% | +23.0% |
| 10Y | +257.2% | +535.6% | -278.3% | +46.6% |
| All | +654.7% | +12,839.7% | -12,185.0% | -6.3% |
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