+150.4%
EXC vs TNA
+1,004.3%
-853.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -3.7% | -4.9% | +1.2% | -3.1% |
| 3M | -1.3% | +0.4% | -1.7% | -1.9% |
| 6M | -9.7% | +32.5% | -42.2% | -14.6% |
| YTD | +2.9% | +53.7% | -50.8% | -5.3% |
| 1Y | +4.4% | +65.1% | -60.7% | -5.8% |
| 3Y | +22.2% | +98.4% | -76.2% | -0.6% |
| 5Y | +46.7% | -22.5% | +69.2% | +28.9% |
| 10Y | +155.3% | +82.5% | +72.8% | +60.9% |
| All | +150.4% | +1,004.3% | -853.9% | -21.6% |
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