+991.0%
XLY vs TDY
+7,056.0%
-6,065.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.6% |
| 7D | -1.7% | -1.1% | -0.6% | -1.4% |
| 30D | -4.2% | -12.0% | +7.9% | -0.9% |
| 3M | -2.7% | -3.2% | +0.5% | -2.0% |
| 6M | -0.6% | -7.9% | +7.2% | +1.3% |
| YTD | -5.0% | +18.2% | -23.2% | -9.6% |
| 1Y | -4.1% | +6.7% | -10.8% | -6.3% |
| 3Y | +33.6% | +47.5% | -13.9% | +19.3% |
| 5Y | +28.7% | +39.5% | -10.8% | +16.6% |
| 10Y | +219.6% | +477.2% | -257.6% | +104.5% |
| All | +991.0% | +7,056.0% | -6,065.0% | +372.8% |
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