+106.2%
XLP vs TDG
+529.3%
-423.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -2.9% | -2.4% | -0.5% | -2.5% |
| 30D | -2.2% | -8.0% | +5.8% | -0.9% |
| 3M | -0.6% | -10.5% | +9.9% | +1.1% |
| 6M | -2.2% | -11.9% | +9.7% | -0.5% |
| YTD | +8.3% | -15.4% | +23.6% | +10.6% |
| 1Y | +5.7% | -14.2% | +19.9% | +7.7% |
| 3Y | +25.7% | +51.0% | -25.4% | +15.0% |
| 5Y | +31.3% | +126.5% | -95.2% | +10.8% |
| 10Y | +106.2% | +535.6% | -429.4% | +49.7% |
| All | +106.2% | +529.3% | -423.1% | +49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling