+14.3%
XLI vs TLN
-23.3%
+37.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.7% | -1.3% | -0.3% | -1.5% |
| 30D | -7.3% | -14.3% | +7.1% | -5.4% |
| 3M | -1.3% | -9.3% | +8.0% | -0.5% |
| 6M | +2.2% | -1.1% | +3.3% | +1.9% |
| YTD | +11.7% | -16.6% | +28.3% | +12.5% |
| 1Y | +14.3% | -22.0% | +36.3% | +15.2% |
| All | +14.3% | -23.3% | +37.6% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling