+5.7%
XLP vs TDG
-12.7%
+18.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | -2.9% | -2.4% | -0.5% | -2.7% |
| 30D | -2.2% | -8.0% | +5.8% | -1.7% |
| 3M | -0.6% | -10.5% | +9.9% | +0.1% |
| 6M | -2.2% | -11.9% | +9.7% | -2.0% |
| YTD | +8.3% | -15.4% | +23.6% | +7.6% |
| 1Y | +5.7% | -14.2% | +19.9% | +5.0% |
| All | +5.7% | -12.7% | +18.4% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling