+551.2%
XLP vs TNA
+831.3%
-280.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.6% | -8.7% | -0.2% |
| 7D | +0.1% | +2.3% | -2.2% | -0.4% |
| 30D | +8.9% | +1.4% | +7.6% | +8.4% |
| 3M | +7.5% | -21.1% | +28.6% | +10.1% |
| 6M | +9.4% | -9.4% | +18.8% | +9.6% |
| YTD | +19.3% | +29.6% | -10.4% | +13.5% |
| 1Y | +21.7% | +34.6% | -12.9% | +15.0% |
| 3Y | +44.0% | +155.9% | -111.9% | +18.4% |
| 5Y | +42.8% | -44.2% | +86.9% | +34.6% |
| 10Y | +128.8% | +63.7% | +65.1% | +59.7% |
| All | +551.2% | +831.3% | -280.1% | +179.7% |
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 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