+169.7%
EXE vs TNA
-35.5%
+205.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -3.1% | -7.3% | +4.1% | -1.8% |
| 30D | -0.9% | -14.2% | +13.3% | +1.7% |
| 3M | +9.6% | -4.6% | +14.1% | +9.9% |
| 6M | -11.6% | +36.9% | -48.5% | -18.4% |
| YTD | -12.6% | +42.5% | -55.1% | -20.7% |
| 1Y | +1.2% | +45.8% | -44.6% | -9.4% |
| 3Y | +18.0% | +104.7% | -86.6% | -10.3% |
| 5Y | +101.1% | -21.7% | +122.8% | +74.2% |
| All | +169.7% | -35.5% | +205.3% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling