+47.1%
XLY vs TLN
+589.3%
-542.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -1.1% |
| 7D | -2.1% | +5.8% | -7.9% | -2.9% |
| 30D | -6.0% | -6.9% | +0.8% | -5.3% |
| 3M | -2.7% | -10.9% | +8.1% | -1.9% |
| 6M | -1.5% | -4.6% | +3.1% | -2.0% |
| YTD | -5.4% | -14.7% | +9.3% | -5.0% |
| 1Y | -3.8% | -17.9% | +14.1% | -3.2% |
| 3Y | +36.6% | +483.9% | -447.3% | +0.6% |
| All | +47.1% | +589.3% | -542.2% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling