+78.1%
XLE vs TLN
+583.6%
-505.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.6% | -1.0% |
| 7D | +2.2% | +7.1% | -4.9% | +1.9% |
| 30D | +11.8% | -3.9% | +15.7% | +11.9% |
| 3M | +9.8% | -16.2% | +26.0% | +10.4% |
| 6M | +15.6% | -5.8% | +21.4% | +15.1% |
| YTD | +45.3% | -15.4% | +60.7% | +45.2% |
| 1Y | +48.3% | -16.7% | +65.0% | +48.0% |
| 3Y | +55.4% | +473.8% | -418.3% | +32.8% |
| All | +78.1% | +583.6% | -505.5% | +45.6% |
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