+41.9%
XLP vs TLN
+538.9%
-497.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.1% | -8.4% | -1.0% |
| 7D | +0.7% | -1.3% | +2.0% | +0.7% |
| 30D | +10.3% | -10.5% | +20.7% | +9.9% |
| 3M | +6.5% | +0.1% | +6.4% | +6.7% |
| 6M | +8.4% | -17.4% | +25.8% | +8.2% |
| YTD | +18.2% | -9.7% | +27.9% | +18.3% |
| 1Y | +22.4% | -12.3% | +34.7% | +22.5% |
| 3Y | +41.9% | +528.3% | -486.4% | +36.2% |
| All | +41.9% | +538.9% | -497.0% | +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 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