+82.9%
XLC vs TLN
+571.8%
-488.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.8% |
| 7D | -1.7% | +2.0% | -3.6% | -1.8% |
| 30D | +0.2% | -12.9% | +13.2% | +1.2% |
| 3M | +0.7% | -7.4% | +8.1% | +0.8% |
| 6M | -4.5% | -6.0% | +1.6% | -4.9% |
| YTD | -4.7% | -16.9% | +12.2% | -4.4% |
| 1Y | -1.5% | -22.6% | +21.1% | -0.7% |
| 3Y | +72.2% | +469.0% | -396.8% | +36.4% |
| All | +82.9% | +571.8% | -488.9% | +43.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling