+42.0%
XLP vs TNA
-50.7%
+92.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.5% |
| 7D | +0.7% | -7.0% | +7.7% | +1.2% |
| 30D | +10.3% | -6.4% | +16.7% | +10.6% |
| 3M | +6.5% | -25.7% | +32.2% | +8.7% |
| 6M | +8.4% | -19.7% | +28.1% | +9.5% |
| YTD | +18.2% | +18.3% | -0.1% | +15.1% |
| 1Y | +22.4% | +24.6% | -2.1% | +18.4% |
| 3Y | +41.9% | +112.8% | -70.9% | +24.2% |
| All | +42.0% | -50.7% | +92.7% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling