+253.9%
XLI vs TDY
+479.2%
-225.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.4% |
| 7D | -1.7% | -1.1% | -0.5% | -1.1% |
| 30D | -7.3% | -12.0% | +4.8% | -1.0% |
| 3M | -1.3% | -3.2% | +1.9% | +0.1% |
| 6M | +2.2% | -7.9% | +10.1% | +6.2% |
| YTD | +11.7% | +18.2% | -6.5% | +1.6% |
| 1Y | +14.3% | +6.7% | +7.6% | +9.4% |
| 3Y | +70.3% | +47.5% | +22.8% | +35.9% |
| 5Y | +82.3% | +39.5% | +42.8% | +47.2% |
| All | +253.9% | +479.2% | -225.3% | +48.0% |
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