+34.7%
XEL vs TLN
+589.3%
-554.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.9% |
| 7D | +0.9% | +5.8% | -4.9% | +0.9% |
| 30D | -0.9% | -6.9% | +6.0% | -0.8% |
| 3M | -1.4% | -10.9% | +9.5% | -1.4% |
| 6M | -5.8% | -4.6% | -1.2% | -5.8% |
| YTD | +4.7% | -14.7% | +19.4% | +4.7% |
| 1Y | +9.1% | -17.9% | +27.0% | +9.0% |
| 3Y | +47.8% | +483.9% | -436.0% | +52.5% |
| All | +34.7% | +589.3% | -554.6% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling