+41.9%
XLP vs TNA
+105.1%
-63.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.4% |
| 7D | +0.7% | -7.0% | +7.7% | +1.0% |
| 30D | +10.3% | -6.4% | +16.7% | +10.5% |
| 3M | +6.5% | -25.7% | +32.2% | +7.8% |
| 6M | +8.4% | -19.7% | +28.1% | +9.1% |
| YTD | +18.2% | +18.3% | -0.1% | +16.0% |
| 1Y | +22.4% | +24.6% | -2.1% | +19.7% |
| 3Y | +41.9% | +112.8% | -70.9% | +28.7% |
| All | +41.9% | +105.1% | -63.2% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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