+431.4%
XLU vs TDG
+13,008.0%
-12,576.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -1.6% | -1.9% | +0.3% | -1.2% |
| 30D | -3.3% | -7.7% | +4.4% | -1.6% |
| 3M | -3.2% | -9.3% | +6.2% | -1.2% |
| 6M | -7.0% | -9.4% | +2.4% | -5.4% |
| YTD | +0.6% | -14.3% | +14.9% | +3.3% |
| 1Y | +2.4% | -11.8% | +14.3% | +4.3% |
| 3Y | +46.3% | +52.0% | -5.7% | +29.8% |
| 5Y | +44.0% | +128.8% | -84.9% | +14.5% |
| 10Y | +140.1% | +543.8% | -403.8% | +41.8% |
| All | +431.4% | +13,008.0% | -12,576.5% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling