+502.1%
XLP vs TNA
+1,004.3%
-502.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -0.9% | -4.9% | +4.0% | -0.4% |
| 3M | +3.8% | +0.4% | +3.4% | +3.3% |
| 6M | -1.7% | +32.5% | -34.3% | -6.0% |
| YTD | +10.3% | +53.7% | -43.5% | +3.2% |
| 1Y | +7.8% | +65.1% | -57.3% | -0.7% |
| 3Y | +27.2% | +98.4% | -71.2% | +8.3% |
| 5Y | +32.5% | -22.5% | +55.0% | +20.0% |
| 10Y | +101.8% | +82.5% | +19.3% | +39.3% |
| All | +502.1% | +1,004.3% | -502.3% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling