+79.9%
XLE vs TLN
+733.8%
-653.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.4% |
| 7D | +4.4% | +22.3% | -17.9% | +3.5% |
| 30D | -4.3% | +1.2% | -5.5% | -4.4% |
| 3M | +6.0% | +5.9% | +0.1% | +5.6% |
| 6M | +13.2% | +3.2% | +10.0% | +12.7% |
| YTD | +46.7% | +3.2% | +43.6% | +45.4% |
| 1Y | +46.6% | +5.2% | +41.4% | +44.8% |
| 3Y | +69.6% | +606.3% | -536.7% | +42.8% |
| All | +79.9% | +733.8% | -653.9% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling