+102.5%
TNA vs EXEL
+160.7%
-58.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.4% |
| 7D | -7.6% | -2.9% | -4.7% | -6.5% |
| 30D | -13.6% | +11.9% | -25.5% | -17.8% |
| 3M | +2.8% | +9.2% | -6.4% | -1.3% |
| 6M | +34.5% | +39.1% | -4.6% | +15.9% |
| YTD | +41.0% | +31.0% | +10.0% | +24.0% |
| 1Y | +52.0% | +52.3% | -0.3% | +24.5% |
| All | +102.5% | +160.7% | -58.2% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling