+102.5%
TNA vs XME
+124.3%
-21.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | +2.3% |
| 7D | -7.6% | -3.0% | -4.5% | -3.5% |
| 30D | -13.6% | -2.6% | -11.0% | -10.8% |
| 3M | +2.8% | +2.2% | +0.7% | -2.5% |
| 6M | +34.5% | +0.7% | +33.8% | +29.8% |
| YTD | +41.0% | +10.9% | +30.1% | +12.8% |
| 1Y | +52.0% | +35.7% | +16.3% | -17.3% |
| All | +102.5% | +124.3% | -21.8% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling