+45.7%
EXC vs TNA
-22.1%
+67.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | -0.3% |
| 7D | +0.3% | -3.6% | +3.9% | +0.6% |
| 30D | -0.9% | -10.1% | +9.2% | -0.2% |
| 3M | -2.7% | +2.7% | -5.4% | -3.1% |
| 6M | -9.4% | +38.4% | -47.8% | -12.1% |
| YTD | +3.0% | +45.4% | -42.4% | -0.7% |
| 1Y | +5.1% | +55.9% | -50.8% | +0.3% |
| 3Y | +20.6% | +109.8% | -89.2% | +6.5% |
| 5Y | +45.7% | -22.5% | +68.2% | +33.4% |
| All | +45.7% | -22.1% | +67.9% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling