+135.4%
XLP vs TDG
+554.4%
-418.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | +2.3% | +1.4% | +0.9% | +2.1% |
| 30D | +9.1% | +10.6% | -1.5% | +7.3% |
| 3M | +7.9% | +0.2% | +7.7% | +7.7% |
| 6M | +9.6% | +0.9% | +8.7% | +9.2% |
| YTD | +19.4% | -7.8% | +27.3% | +20.3% |
| 1Y | +22.4% | -4.9% | +27.3% | +22.6% |
| 3Y | +43.2% | +44.5% | -1.3% | +32.3% |
| 5Y | +42.6% | +117.7% | -75.2% | +21.2% |
| 10Y | +135.4% | +565.8% | -430.4% | +73.3% |
| All | +135.4% | +554.4% | -418.9% | +73.3% |
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 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