+552.2%
XLP vs TNA
+812.2%
-259.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.4% |
| 7D | +2.3% | -0.5% | +2.8% | +2.2% |
| 30D | +9.1% | -0.7% | +9.8% | +8.9% |
| 3M | +7.9% | -21.5% | +29.3% | +10.5% |
| 6M | +9.6% | -11.2% | +20.8% | +10.0% |
| YTD | +19.4% | +27.0% | -7.5% | +13.9% |
| 1Y | +22.4% | +28.0% | -5.7% | +16.3% |
| 3Y | +43.2% | +142.9% | -99.7% | +18.5% |
| 5Y | +42.6% | -42.6% | +85.1% | +33.9% |
| 10Y | +135.4% | +53.3% | +82.2% | +65.8% |
| All | +552.2% | +812.2% | -259.9% | +180.8% |
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