+65.8%
XLE vs TLN
+585.4%
-519.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +1.7% |
| 7D | -0.2% | +15.9% | -16.1% | -0.9% |
| 30D | -4.0% | -0.3% | -3.7% | -4.1% |
| 3M | +4.6% | +5.8% | -1.2% | +4.2% |
| 6M | +12.3% | -1.2% | +13.5% | +12.1% |
| YTD | +44.5% | +1.0% | +43.5% | +43.3% |
| 1Y | +42.4% | +1.1% | +41.3% | +41.0% |
| All | +65.8% | +585.4% | -519.6% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling