+44.8%
XHB vs TLN
+710.8%
-666.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.0% |
| 7D | -0.2% | +11.0% | -11.3% | -1.3% |
| 30D | +9.9% | +4.9% | +5.0% | +9.1% |
| 3M | -6.3% | +4.9% | -11.2% | -7.3% |
| 6M | +3.8% | +7.1% | -3.3% | +2.1% |
| YTD | +0.1% | +0.3% | -0.2% | -1.5% |
| 1Y | -0.8% | +5.9% | -6.7% | -3.1% |
| 3Y | +35.6% | +578.5% | -542.9% | -7.0% |
| All | +44.8% | +710.8% | -666.0% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling