+106.2%
XLP vs TDY
+455.3%
-349.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.8% |
| 7D | -2.9% | -1.8% | -1.1% | -2.5% |
| 30D | -2.2% | -13.8% | +11.5% | +1.0% |
| 3M | -0.6% | -3.9% | +3.3% | 0.0% |
| 6M | -2.2% | -9.0% | +6.8% | -0.6% |
| YTD | +8.3% | +16.5% | -8.3% | +3.6% |
| 1Y | +5.7% | +9.3% | -3.5% | +2.5% |
| 3Y | +25.7% | +45.1% | -19.4% | +12.4% |
| 5Y | +31.3% | +35.0% | -3.7% | +18.2% |
| 10Y | +106.2% | +469.0% | -362.8% | +45.6% |
| All | +106.2% | +455.3% | -349.2% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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