+47.8%
XLY vs TLN
+574.4%
-526.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.7% | -1.3% | -0.4% | -1.5% |
| 30D | -4.2% | -14.3% | +10.2% | -2.3% |
| 3M | -2.7% | -9.3% | +6.6% | -2.1% |
| 6M | -0.6% | -1.1% | +0.5% | -1.7% |
| YTD | -5.0% | -16.6% | +11.5% | -4.3% |
| 1Y | -4.1% | -22.0% | +17.9% | -2.8% |
| 3Y | +33.6% | +470.2% | -436.6% | -1.3% |
| All | +47.8% | +574.4% | -526.6% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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