+139.5%
XLP vs TDG
+551.7%
-412.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | +2.5% | +1.7% | +0.8% | +2.2% |
| 30D | +7.3% | +9.7% | -2.4% | +5.7% |
| 3M | +8.1% | -2.3% | +10.4% | +8.4% |
| 6M | +10.5% | +1.3% | +9.2% | +10.0% |
| YTD | +21.2% | -8.5% | +29.6% | +22.2% |
| 1Y | +22.7% | -8.1% | +30.8% | +23.6% |
| 3Y | +44.8% | +43.4% | +1.4% | +33.9% |
| 5Y | +44.7% | +127.8% | -83.0% | +22.1% |
| All | +139.5% | +551.7% | -412.2% | +74.3% |
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