+36.3%
XLP vs TLN
+581.9%
-545.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.9% |
| 7D | +3.5% | -9.4% | +12.8% | +3.1% |
| 30D | +11.6% | -15.2% | +26.8% | +11.0% |
| 3M | +7.6% | -4.1% | +11.8% | +7.6% |
| 6M | +10.0% | -17.8% | +27.9% | +9.6% |
| YTD | +19.7% | -15.6% | +35.4% | +19.5% |
| 1Y | +23.5% | -21.6% | +45.1% | +23.1% |
| 3Y | +44.0% | +497.6% | -453.6% | +38.8% |
| All | +36.3% | +581.9% | -545.6% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling