+76.5%
TNA vs EXEL
+375.2%
-298.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.4% |
| 7D | -7.3% | -4.9% | -2.4% | -4.6% |
| 30D | -14.2% | +11.4% | -25.6% | -19.6% |
| 3M | -4.6% | +4.9% | -9.5% | -7.9% |
| 6M | +36.9% | +34.4% | +2.5% | +13.8% |
| YTD | +42.5% | +28.0% | +14.5% | +21.1% |
| 1Y | +45.8% | +43.6% | +2.1% | +14.3% |
| 3Y | +104.7% | +155.2% | -50.6% | +6.7% |
| 5Y | -21.7% | +181.2% | -202.9% | -61.1% |
| All | +76.5% | +375.2% | -298.7% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling