+1.0%
XLU vs TDG
-4.6%
+5.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +2.6% | +7.1% | -4.4% | +2.1% |
| 30D | +9.1% | +11.4% | -2.3% | +8.3% |
| 3M | -0.4% | -4.6% | +4.2% | -0.4% |
| 6M | -4.7% | +5.8% | -10.5% | -4.8% |
| YTD | +4.3% | -8.5% | +12.8% | +2.3% |
| All | +1.0% | -4.6% | +5.6% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling