+215.2%
XLY vs TDG
+547.7%
-332.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.5% |
| 7D | -1.7% | -1.9% | +0.2% | -1.0% |
| 30D | -4.2% | -7.7% | +3.5% | -1.4% |
| 3M | -2.7% | -9.3% | +6.6% | +0.5% |
| 6M | -0.6% | -9.4% | +8.7% | +2.3% |
| YTD | -5.0% | -14.3% | +9.2% | -0.6% |
| 1Y | -4.1% | -11.8% | +7.7% | -0.9% |
| 3Y | +33.6% | +52.0% | -18.4% | +11.2% |
| 5Y | +28.7% | +128.8% | -100.1% | -8.2% |
| All | +215.2% | +547.7% | -332.5% | +68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling