+148.7%
XLK vs TDG
+126.1%
+22.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.8% |
| 7D | +0.2% | -1.9% | +2.1% | +1.0% |
| 30D | -0.6% | -7.7% | +7.1% | +2.9% |
| 3M | +2.6% | -9.3% | +11.9% | +6.6% |
| 6M | +34.0% | -9.4% | +43.3% | +38.3% |
| YTD | +30.7% | -14.3% | +44.9% | +37.9% |
| 1Y | +39.2% | -11.8% | +51.0% | +44.2% |
| 3Y | +120.4% | +52.0% | +68.5% | +63.2% |
| All | +148.7% | +126.1% | +22.6% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling