+77.1%
XLI vs TLN
+571.8%
-494.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | -2.3% | +2.0% | -4.3% | -2.6% |
| 30D | -8.2% | -12.9% | +4.8% | -6.6% |
| 3M | +0.8% | -7.4% | +8.2% | +1.3% |
| 6M | +0.8% | -6.0% | +6.9% | +0.9% |
| YTD | +10.5% | -16.9% | +27.4% | +11.6% |
| 1Y | +14.1% | -22.6% | +36.8% | +15.9% |
| 3Y | +68.6% | +469.0% | -400.4% | +31.0% |
| All | +77.1% | +571.8% | -494.7% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling