+1,239.7%
TNA vs XHB
+1,015.2%
+224.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -1.1% |
| 7D | -3.6% | -1.9% | -1.7% | +0.1% |
| 30D | -10.1% | -8.3% | -1.7% | +6.5% |
| 3M | +2.7% | -7.1% | +9.8% | +16.2% |
| 6M | +38.4% | -5.3% | +43.7% | +51.0% |
| YTD | +45.4% | -3.2% | +48.6% | +49.5% |
| 1Y | +55.9% | -13.9% | +69.8% | +103.6% |
| 3Y | +109.8% | +24.9% | +84.9% | +44.4% |
| 5Y | -22.5% | +34.5% | -57.0% | -44.5% |
| 10Y | +87.5% | +215.5% | -127.9% | -60.5% |
| All | +1,239.7% | +1,015.2% | +224.5% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling