+40.7%
XLB vs TLN
+602.5%
-561.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -1.2% |
| 7D | -0.2% | +10.9% | -11.2% | -1.1% |
| 30D | -1.7% | -6.3% | +4.6% | -1.3% |
| 3M | +4.4% | -10.7% | +15.0% | +5.0% |
| 6M | +5.0% | +1.6% | +3.4% | +4.2% |
| YTD | +15.5% | -13.1% | +28.6% | +15.7% |
| 1Y | +14.9% | -15.1% | +30.0% | +15.1% |
| 3Y | +34.5% | +495.0% | -460.5% | +7.6% |
| All | +40.7% | +602.5% | -561.7% | +12.1% |
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