+76.5%
TNA vs XME
+421.4%
-344.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +2.6% |
| 7D | -7.3% | -4.2% | -3.1% | -1.0% |
| 30D | -14.2% | -2.7% | -11.5% | -11.1% |
| 3M | -4.6% | -3.9% | -0.6% | -1.3% |
| 6M | +36.9% | -1.0% | +37.9% | +35.0% |
| YTD | +42.5% | +9.8% | +32.7% | +16.9% |
| 1Y | +45.8% | +32.5% | +13.2% | -13.2% |
| 3Y | +104.7% | +124.3% | -19.7% | -41.2% |
| 5Y | -21.7% | +165.8% | -187.5% | -81.7% |
| All | +76.5% | +421.4% | -344.8% | -81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling