+179.3%
EXE vs TNA
-31.4%
+210.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -1.8% | +4.1% | -5.9% | -2.5% |
| 30D | +6.4% | -7.6% | +14.0% | +7.8% |
| 3M | +9.2% | +8.1% | +1.2% | +7.0% |
| 6M | -7.0% | +49.0% | -56.0% | -15.4% |
| YTD | -9.5% | +51.7% | -61.2% | -18.7% |
| 1Y | +6.2% | +59.6% | -53.4% | -6.6% |
| 3Y | +20.7% | +118.9% | -98.2% | -9.4% |
| 5Y | +103.6% | -19.2% | +122.8% | +75.6% |
| All | +179.3% | -31.4% | +210.7% | +142.6% |
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