+41.4%
XLB vs TLN
+630.2%
-588.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -1.3% |
| 7D | -1.5% | -1.3% | -0.2% | -1.5% |
| 30D | +6.1% | -10.5% | +16.6% | +6.8% |
| 3M | 0.0% | +0.1% | -0.1% | -0.4% |
| 6M | 0.0% | -17.4% | +17.4% | +0.8% |
| YTD | +16.0% | -9.7% | +25.7% | +15.5% |
| 1Y | +24.7% | -12.3% | +37.0% | +24.3% |
| 3Y | +40.4% | +528.3% | -487.9% | +11.0% |
| All | +41.4% | +630.2% | -588.8% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling