+38.5%
TNA vs EXEL
+92.4%
-53.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.1% |
| 7D | +2.4% | +9.8% | -7.3% | -1.7% |
| 30D | -0.9% | +23.6% | -24.5% | -9.8% |
| 3M | -19.2% | +29.9% | -49.1% | -28.3% |
| 6M | -0.8% | +64.7% | -65.6% | -21.9% |
| YTD | +33.2% | +66.0% | -32.8% | +1.8% |
| 1Y | +38.5% | +92.0% | -53.4% | -7.7% |
| All | +38.5% | +92.4% | -53.9% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling