+28.3%
XLP vs TLN
+476.4%
-448.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -0.7% |
| 7D | -1.0% | +7.1% | -8.1% | -0.8% |
| 30D | -0.9% | -3.9% | +3.0% | -1.0% |
| 3M | +3.8% | -16.2% | +20.0% | +3.4% |
| 6M | -1.7% | -5.8% | +4.1% | -1.8% |
| YTD | +10.3% | -15.4% | +25.7% | +10.0% |
| 1Y | +7.8% | -16.7% | +24.5% | +7.5% |
| All | +28.3% | +476.4% | -448.1% | +28.0% |
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