+58.1%
XLE vs TLN
+538.9%
-480.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -0.3% |
| 7D | -12.0% | -1.3% | -10.7% | -11.9% |
| 30D | -2.7% | -10.5% | +7.7% | -2.4% |
| 3M | +6.6% | +0.1% | +6.5% | +6.4% |
| 6M | +9.5% | -17.4% | +26.9% | +10.3% |
| YTD | +40.6% | -9.7% | +50.2% | +40.0% |
| 1Y | +43.6% | -12.3% | +55.9% | +43.2% |
| 3Y | +58.1% | +528.3% | -470.2% | +26.4% |
| All | +58.1% | +538.9% | -480.9% | +26.4% |
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