+591.3%
XLP vs TDY
+7,617.0%
-7,025.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.5% | +3.0% | -3.6% | -1.0% |
| 30D | +8.3% | +6.1% | +2.2% | +7.4% |
| 3M | +8.7% | -4.5% | +13.2% | +9.1% |
| 6M | +11.2% | +2.9% | +8.2% | +10.4% |
| YTD | +20.0% | +27.5% | -7.5% | +15.7% |
| 1Y | +21.3% | +26.5% | -5.1% | +17.1% |
| 3Y | +43.8% | +70.1% | -26.2% | +33.0% |
| 5Y | +43.3% | +46.8% | -3.5% | +34.3% |
| 10Y | +136.8% | +447.2% | -310.4% | +89.0% |
| All | +591.3% | +7,617.0% | -7,025.7% | +340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling