+617.5%
XLV vs TDG
+13,008.0%
-12,390.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -3.6% | -1.9% | -1.7% | -3.1% |
| 30D | -1.8% | -7.7% | +5.9% | +0.1% |
| 3M | +7.8% | -9.3% | +17.1% | +10.2% |
| 6M | +9.1% | -9.4% | +18.5% | +11.2% |
| YTD | +7.7% | -14.3% | +22.0% | +11.1% |
| 1Y | +20.4% | -11.8% | +32.2% | +23.1% |
| 3Y | +30.8% | +52.0% | -21.2% | +15.5% |
| 5Y | +34.6% | +128.8% | -94.2% | +5.7% |
| 10Y | +173.4% | +543.8% | -370.4% | +53.0% |
| All | +617.5% | +13,008.0% | -12,390.5% | +90.8% |
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