+22.4%
XLP vs TDG
-4.4%
+26.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | +2.3% | +1.4% | +0.9% | +2.2% |
| 30D | +9.1% | +10.6% | -1.5% | +8.2% |
| 3M | +7.9% | +0.2% | +7.7% | +7.6% |
| 6M | +9.6% | +0.9% | +8.7% | +9.3% |
| YTD | +19.4% | -7.8% | +27.3% | +17.2% |
| 1Y | +22.4% | -4.9% | +27.3% | +19.7% |
| All | +22.4% | -4.4% | +26.7% | +19.7% |
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 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