+71.6%
XLI vs TLN
+567.0%
-495.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | -0.3% | -4.6% | +4.3% | +0.1% |
| 3M | -8.4% | +5.2% | -13.6% | -9.4% |
| 6M | -2.1% | -6.5% | +4.4% | -2.2% |
| YTD | +9.6% | -3.6% | +13.3% | +8.3% |
| 1Y | +10.7% | -8.2% | +18.9% | +9.8% |
| 3Y | +71.6% | +559.7% | -488.1% | +32.1% |
| All | +71.6% | +567.0% | -495.4% | +32.1% |
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