+24.3%
XLP vs TLN
-17.6%
+41.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -8.5% | +11.9% | +2.6% |
| 7D | +5.9% | -6.0% | +11.9% | +5.4% |
| 30D | +13.5% | -1.5% | +15.0% | +13.3% |
| 3M | +8.4% | -3.9% | +12.3% | +8.3% |
| 6M | +11.5% | -15.0% | +26.6% | +11.0% |
| YTD | +20.6% | -12.8% | +33.5% | +20.4% |
| 1Y | +24.3% | -17.3% | +41.6% | +23.8% |
| All | +24.3% | -17.6% | +41.9% | +23.8% |
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