+42.8%
XLP vs TDG
+117.1%
-74.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.6% |
| 7D | +0.1% | +0.4% | -0.4% | 0.0% |
| 30D | +8.9% | +10.0% | -1.1% | +7.2% |
| 3M | +7.5% | -0.5% | +8.0% | +7.5% |
| 6M | +9.4% | +0.3% | +9.1% | +9.1% |
| YTD | +19.3% | -8.3% | +27.6% | +20.2% |
| 1Y | +21.7% | -5.1% | +26.9% | +21.8% |
| 3Y | +44.0% | +46.5% | -2.6% | +29.2% |
| 5Y | +42.8% | +114.1% | -71.3% | +14.3% |
| All | +42.8% | +117.1% | -74.3% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling