+65.1%
TNA vs EXEL
+59.2%
+5.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -0.1% | +8.4% | -8.5% | -3.0% |
| 30D | -4.9% | +4.1% | -9.0% | -6.5% |
| 3M | +0.4% | +12.4% | -12.0% | -4.1% |
| 6M | +32.5% | +41.5% | -9.0% | +15.8% |
| YTD | +53.7% | +34.6% | +19.1% | +35.4% |
| 1Y | +65.1% | +57.9% | +7.2% | +37.0% |
| All | +65.1% | +59.2% | +5.9% | +37.0% |
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