+535.2%
XLP vs TDY
+7,137.3%
-6,602.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.0% | -1.8% | +0.8% | -0.8% |
| 30D | -0.9% | -10.7% | +9.8% | +0.5% |
| 3M | +3.8% | -1.3% | +5.1% | +3.8% |
| 6M | -1.7% | -10.6% | +8.8% | -0.6% |
| YTD | +10.3% | +19.6% | -9.3% | +7.4% |
| 1Y | +7.8% | +11.6% | -3.8% | +5.8% |
| 3Y | +27.2% | +45.2% | -18.0% | +20.1% |
| 5Y | +32.5% | +36.1% | -3.5% | +25.6% |
| 10Y | +101.8% | +458.8% | -357.1% | +61.1% |
| All | +535.2% | +7,137.3% | -6,602.2% | +308.7% |
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