+20.6%
EXE vs TNA
+99.7%
-79.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.6% |
| 7D | -2.2% | -7.6% | +5.4% | -1.4% |
| 30D | -0.8% | -13.6% | +12.8% | +0.7% |
| 3M | +10.0% | +2.8% | +7.2% | +9.2% |
| 6M | -6.3% | +34.5% | -40.8% | -10.9% |
| YTD | -10.7% | +41.0% | -51.7% | -16.3% |
| 1Y | +2.7% | +52.0% | -49.3% | -5.4% |
| All | +20.6% | +99.7% | -79.1% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling