+38.5%
TNA vs XME
+5.2%
+33.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +5.4% |
| 7D | +2.4% | -5.5% | +7.9% | +8.5% |
| 30D | -0.9% | -11.1% | +10.2% | +11.9% |
| 3M | -19.2% | -11.1% | -8.1% | -9.7% |
| 6M | -0.8% | -18.0% | +17.2% | +21.4% |
| YTD | +33.2% | -7.4% | +40.6% | +34.4% |
| 1Y | +38.5% | +6.7% | +31.8% | +12.8% |
| All | +38.5% | +5.2% | +33.3% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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