+52.6%
XOM vs TDG
-5.9%
+58.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.4% |
| 7D | -7.0% | +7.1% | -14.1% | -4.6% |
| 30D | +3.2% | +11.4% | -8.2% | +7.3% |
| 3M | +10.7% | -4.6% | +15.2% | +9.6% |
| 6M | +11.6% | +5.8% | +5.8% | +14.3% |
| YTD | +43.5% | -8.5% | +52.0% | +40.7% |
| 1Y | +52.6% | -5.8% | +58.4% | +47.1% |
| All | +52.6% | -5.9% | +58.5% | +47.1% |
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