+44.0%
XLP vs TDY
+69.0%
-25.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.6% |
| 7D | +0.1% | -2.5% | +2.6% | +0.2% |
| 30D | +8.9% | +4.8% | +4.1% | +8.3% |
| 3M | +7.5% | -6.9% | +14.4% | +8.2% |
| 6M | +9.4% | +3.5% | +5.9% | +8.7% |
| YTD | +19.3% | +26.0% | -6.7% | +15.0% |
| 1Y | +21.7% | +25.4% | -3.6% | +17.4% |
| 3Y | +44.0% | +70.9% | -26.9% | +29.1% |
| All | +44.0% | +69.0% | -25.0% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling