+76.5%
TNA vs XHB
+215.4%
-138.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | -2.1% |
| 7D | -7.3% | -4.6% | -2.6% | +1.8% |
| 30D | -14.2% | -9.1% | -5.0% | +3.5% |
| 3M | -4.6% | -8.6% | +4.0% | +11.1% |
| 6M | +36.9% | -4.0% | +41.0% | +45.3% |
| YTD | +42.5% | -3.9% | +46.5% | +48.3% |
| 1Y | +45.8% | -16.5% | +62.2% | +102.5% |
| 3Y | +104.7% | +22.6% | +82.1% | +42.3% |
| 5Y | -21.7% | +33.9% | -55.6% | -45.5% |
| All | +76.5% | +215.4% | -138.9% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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