+557.6%
XLP vs TDG
+14,211.3%
-13,653.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -0.5% | +2.3% | -2.8% | -1.0% |
| 30D | +8.3% | +11.2% | -2.8% | +6.2% |
| 3M | +8.7% | +0.2% | +8.5% | +8.5% |
| 6M | +11.2% | +3.9% | +7.3% | +10.1% |
| YTD | +20.0% | -6.4% | +26.4% | +20.6% |
| 1Y | +21.3% | -3.8% | +25.1% | +21.3% |
| 3Y | +43.8% | +46.8% | -2.9% | +31.1% |
| 5Y | +43.3% | +128.3% | -85.0% | +18.3% |
| 10Y | +136.8% | +569.3% | -432.5% | +49.3% |
| All | +557.6% | +14,211.3% | -13,653.6% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling